+300.1%
PSX vs USHY
+49.7%
+250.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +3.0% |
| 30D | +15.6% | -0.7% | +16.3% | +17.0% |
| 3M | +46.5% | +0.1% | +46.4% | +46.2% |
| 6M | +55.0% | +1.8% | +53.2% | +49.2% |
| YTD | +105.3% | +1.8% | +103.5% | +97.5% |
| 1Y | +101.6% | +3.3% | +98.3% | +88.5% |
| 3Y | +134.1% | +27.0% | +107.2% | +51.7% |
| 5Y | +368.7% | +21.0% | +347.7% | +239.0% |
| All | +300.1% | +49.7% | +250.4% | +104.6% |
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