+299.6%
PSX vs USHY
+50.7%
+248.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +27.8% | 0.0% | +27.8% | +27.7% |
| 3M | +42.0% | +1.2% | +40.9% | +38.9% |
| 6M | +58.1% | +2.6% | +55.5% | +49.8% |
| YTD | +105.0% | +2.4% | +102.6% | +94.9% |
| 1Y | +104.9% | +4.2% | +100.7% | +88.4% |
| 3Y | +134.1% | +28.0% | +106.0% | +49.4% |
| 5Y | +363.8% | +21.8% | +342.0% | +231.7% |
| All | +299.6% | +50.7% | +248.9% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling