+491.1%
P vs USHY
+50.4%
+440.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.6% |
| 7D | +5.0% | -0.1% | +5.1% | +5.4% |
| 30D | -0.9% | 0.0% | -0.9% | -0.7% |
| 3M | +38.7% | +0.8% | +37.8% | +36.1% |
| 6M | +54.4% | +1.9% | +52.5% | +48.0% |
| YTD | +44.8% | +2.3% | +42.6% | +38.2% |
| 1Y | +22.5% | +4.1% | +18.4% | +11.9% |
| 3Y | +148.2% | +27.8% | +120.5% | +44.8% |
| 5Y | +268.9% | +21.5% | +247.4% | +151.8% |
| All | +491.1% | +50.4% | +440.7% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling