+250.3%
PH vs USHY
+20.9%
+229.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.5% |
| 7D | -3.1% | -0.7% | -2.4% | -1.6% |
| 30D | -11.8% | -0.5% | -11.2% | -10.7% |
| 3M | +6.9% | +0.5% | +6.4% | +5.8% |
| 6M | -1.3% | +1.5% | -2.8% | -4.2% |
| YTD | +7.0% | +1.7% | +5.2% | +3.4% |
| 1Y | +23.1% | +3.5% | +19.6% | +14.9% |
| 3Y | +135.4% | +27.2% | +108.2% | +51.9% |
| 5Y | +250.3% | +21.0% | +229.4% | +185.5% |
| All | +250.3% | +20.9% | +229.4% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling