+521.1%
P vs USHY
+47.7%
+473.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | +0.1% |
| 7D | -13.3% | +0.3% | -13.6% | -13.9% |
| 30D | -34.0% | -0.1% | -33.8% | -33.4% |
| 3M | +4.1% | -1.9% | +5.9% | +9.7% |
| 6M | +30.5% | -1.0% | +31.5% | +35.0% |
| YTD | +52.2% | +0.4% | +51.8% | +52.8% |
| 1Y | +10.3% | +1.4% | +8.8% | +8.0% |
| 3Y | +180.9% | +24.9% | +155.9% | +74.1% |
| 5Y | +259.7% | +19.3% | +240.4% | +158.2% |
| All | +521.1% | +47.7% | +473.4% | +200.0% |
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 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