+267.7%
PR vs USHY
+19.5%
+248.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.5% |
| 7D | +6.0% | -0.4% | +6.4% | +6.8% |
| 30D | -4.2% | +0.6% | -4.8% | -5.5% |
| 3M | +10.0% | -2.0% | +12.0% | +14.2% |
| 6M | +15.6% | -0.5% | +16.1% | +16.1% |
| YTD | +68.2% | +0.6% | +67.6% | +64.0% |
| 1Y | +79.2% | +2.1% | +77.1% | +68.9% |
| 3Y | +94.9% | +25.3% | +69.6% | +23.4% |
| All | +267.7% | +19.5% | +248.1% | +207.2% |
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 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