+40.4%
PL vs USHY
+23.1%
+17.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -1.8% |
| 7D | +22.3% | -0.3% | +22.6% | +23.7% |
| 30D | -8.3% | +0.3% | -8.6% | -8.8% |
| 3M | -43.3% | -1.7% | -41.6% | -39.5% |
| 6M | -65.8% | -0.4% | -65.4% | -64.7% |
| YTD | -29.5% | +0.7% | -30.2% | -29.5% |
| 1Y | +11.7% | +1.8% | +10.0% | +8.3% |
| 3Y | +540.6% | +25.3% | +515.2% | +271.4% |
| 5Y | +32.9% | +19.9% | +13.0% | +6.4% |
| All | +40.4% | +23.1% | +17.3% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling