+180.5%
PL vs USHY
+4.6%
+175.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.1% |
| 7D | -9.3% | -0.1% | -9.2% | -8.6% |
| 30D | -18.9% | +0.1% | -19.0% | -19.3% |
| 3M | -58.4% | +0.8% | -59.2% | -59.9% |
| 6M | -30.3% | +1.7% | -32.0% | -32.1% |
| YTD | -8.1% | +2.5% | -10.6% | -14.9% |
| 1Y | +180.5% | +4.4% | +176.1% | +134.8% |
| All | +180.5% | +4.6% | +175.9% | +134.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling