+206.3%
P vs USHY
+25.6%
+180.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +5.1% |
| 7D | +17.8% | -0.3% | +18.1% | +19.5% |
| 30D | -29.9% | +0.3% | -30.1% | -30.3% |
| 3M | -1.2% | -1.7% | +0.5% | +7.2% |
| 6M | +32.1% | -0.4% | +32.5% | +36.0% |
| YTD | +64.3% | +0.7% | +63.6% | +62.1% |
| 1Y | +24.3% | +1.8% | +22.5% | +17.3% |
| All | +206.3% | +25.6% | +180.8% | +44.2% |
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