+488.3%
PL vs USHY
+28.5%
+459.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.1% |
| 7D | -9.3% | -0.1% | -9.2% | -8.7% |
| 30D | -18.9% | +0.1% | -19.0% | -19.3% |
| 3M | -58.4% | +0.8% | -59.2% | -59.7% |
| 6M | -30.3% | +1.7% | -32.0% | -35.5% |
| YTD | -8.1% | +2.5% | -10.6% | -18.1% |
| 1Y | +180.5% | +4.4% | +176.1% | +126.7% |
| All | +488.3% | +28.5% | +459.8% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling