+158.7%
P vs USHY
+27.8%
+130.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +7.8% | 0.0% | +7.8% | +7.8% |
| 30D | +12.3% | 0.0% | +12.3% | +12.4% |
| 3M | +37.1% | +1.2% | +35.9% | +31.4% |
| 6M | +66.1% | +2.6% | +63.5% | +50.8% |
| YTD | +50.9% | +2.4% | +48.5% | +38.7% |
| 1Y | +27.2% | +4.2% | +23.0% | +9.5% |
| 3Y | +158.7% | +28.0% | +130.6% | +36.0% |
| All | +158.7% | +27.8% | +130.8% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling