+156.2%
PSX vs USHY
+25.4%
+130.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | +7.8% | -0.4% | +8.2% | +8.6% |
| 30D | -10.9% | +0.6% | -11.5% | -12.0% |
| 3M | +14.5% | -2.0% | +16.5% | +18.8% |
| 6M | +56.1% | -0.5% | +56.7% | +56.8% |
| YTD | +109.6% | +0.6% | +109.0% | +104.0% |
| 1Y | +95.5% | +2.1% | +93.4% | +82.5% |
| 3Y | +156.2% | +25.3% | +130.9% | +80.7% |
| All | +156.2% | +25.4% | +130.8% | +80.7% |
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