+44.1%
PL vs USHY
+22.7%
+21.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +0.5% |
| 7D | +5.6% | +0.3% | +5.3% | +4.6% |
| 30D | -16.9% | -0.1% | -16.8% | -16.2% |
| 3M | -38.2% | -1.9% | -36.4% | -33.8% |
| 6M | -63.4% | -1.0% | -62.4% | -61.5% |
| YTD | -27.6% | +0.4% | -28.0% | -26.9% |
| 1Y | +6.6% | +1.4% | +5.1% | +4.5% |
| 3Y | +557.6% | +24.9% | +532.7% | +285.3% |
| 5Y | +39.5% | +19.3% | +20.2% | +12.9% |
| All | +44.1% | +22.7% | +21.4% | +16.4% |
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