+308.5%
PSX vs USHY
+48.0%
+260.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 6M | +56.1% | -0.5% | +56.7% | +56.9% |
| YTD | +109.6% | +0.6% | +109.0% | +105.4% |
| 1Y | +95.5% | +2.1% | +93.4% | +86.3% |
| 3Y | +156.2% | +25.3% | +130.9% | +69.8% |
| 5Y | +310.0% | +19.7% | +290.3% | +201.6% |
| All | +308.5% | +48.0% | +260.5% | +112.9% |
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