+493.9%
PH vs USHY
+50.7%
+443.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -3.1% | -0.1% | -2.9% | -2.7% |
| 30D | -3.2% | +0.1% | -3.3% | -3.4% |
| 3M | +10.6% | +0.8% | +9.8% | +8.5% |
| 6M | -2.1% | +1.7% | -3.9% | -5.9% |
| YTD | +10.2% | +2.5% | +7.7% | +4.1% |
| 1Y | +28.2% | +4.4% | +23.8% | +16.0% |
| 3Y | +134.9% | +27.4% | +107.5% | +35.8% |
| 5Y | +253.6% | +21.7% | +231.9% | +136.3% |
| All | +493.9% | +50.7% | +443.1% | +159.6% |
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