+1,022.1%
QLD vs USHY
+50.7%
+971.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | 0.0% | +2.9% | +2.9% |
| 30D | -1.8% | 0.0% | -1.8% | -1.7% |
| 3M | -1.8% | +1.2% | -3.0% | -5.5% |
| 6M | +36.9% | +2.6% | +34.3% | +25.8% |
| YTD | +28.7% | +2.4% | +26.2% | +19.3% |
| 1Y | +41.9% | +4.2% | +37.7% | +23.7% |
| 3Y | +184.2% | +28.0% | +156.2% | +22.0% |
| 5Y | +122.1% | +21.8% | +100.3% | +28.8% |
| All | +1,022.1% | +50.7% | +971.4% | +269.3% |
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