+1,023.9%
QLD vs USHY
+50.7%
+973.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -0.1% | +0.7% | +1.1% |
| 30D | -0.1% | +0.1% | -0.2% | -0.4% |
| 3M | -8.4% | +0.8% | -9.2% | -10.6% |
| 6M | +32.2% | +1.7% | +30.5% | +25.7% |
| YTD | +28.9% | +2.5% | +26.4% | +19.4% |
| 1Y | +43.8% | +4.4% | +39.4% | +24.7% |
| 3Y | +176.6% | +27.4% | +149.2% | +20.9% |
| 5Y | +121.6% | +21.7% | +99.8% | +28.7% |
| All | +1,023.9% | +50.7% | +973.2% | +269.5% |
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