+506.0%
P vs USHY
+50.7%
+455.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | +6.5% | -0.1% | +6.7% | +6.9% |
| 30D | +18.8% | +0.1% | +18.7% | +18.6% |
| 3M | +26.7% | +0.8% | +25.9% | +24.6% |
| 6M | +62.2% | +1.7% | +60.4% | +56.2% |
| YTD | +48.5% | +2.5% | +46.0% | +40.9% |
| 1Y | +26.4% | +4.4% | +22.0% | +14.7% |
| 3Y | +159.4% | +27.4% | +132.0% | +52.3% |
| 5Y | +275.8% | +21.7% | +254.1% | +155.3% |
| All | +506.0% | +50.7% | +455.3% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling