+21.1%
PL vs USHY
+18.6%
+2.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.4% |
| 7D | -6.8% | -0.3% | -6.6% | -6.0% |
| 30D | -29.3% | 0.0% | -29.3% | -29.1% |
| 3M | -44.8% | -1.8% | -43.0% | -40.9% |
| 6M | -68.4% | -1.0% | -67.4% | -66.6% |
| YTD | -36.4% | +0.5% | -36.8% | -35.9% |
| 1Y | +0.7% | +1.9% | -1.2% | -2.8% |
| 3Y | +455.3% | +24.9% | +430.4% | +222.0% |
| All | +21.1% | +18.6% | +2.5% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling