-54.6%
PODD vs USHY
+20.9%
-75.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.3% |
| 7D | -10.6% | -0.7% | -9.8% | -9.1% |
| 30D | -6.9% | -0.5% | -6.4% | -5.8% |
| 3M | -10.6% | +0.5% | -11.2% | -11.6% |
| 6M | -43.5% | +1.5% | -45.0% | -45.3% |
| YTD | -52.6% | +1.7% | -54.4% | -54.4% |
| 1Y | -60.1% | +3.5% | -63.7% | -63.1% |
| 3Y | -21.7% | +27.2% | -48.8% | -52.8% |
| 5Y | -54.6% | +21.0% | -75.6% | -62.0% |
| All | -54.6% | +20.9% | -75.5% | -62.0% |
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