+32.0%
Q vs USHY
+3.0%
+29.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +3.2% |
| 7D | +6.6% | -0.1% | +6.7% | +7.6% |
| 30D | -6.6% | 0.0% | -6.5% | -6.4% |
| 3M | -13.2% | +0.8% | -14.1% | -18.5% |
| 6M | +9.9% | +1.9% | +8.0% | -2.2% |
| YTD | +53.9% | +2.3% | +51.7% | +34.1% |
| All | +32.0% | +3.0% | +29.0% | +8.9% |
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 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