+4.5%
QQQM vs USHY
+1.4%
+3.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -5.3% |
| 7D | -9.4% | -0.5% | -8.9% | -7.7% |
| 30D | -14.7% | -0.1% | -14.6% | -14.4% |
| 3M | -9.6% | -2.5% | -7.1% | -1.1% |
| 6M | -4.7% | -1.3% | -3.4% | +0.3% |
| YTD | +5.9% | -0.2% | +6.0% | +7.4% |
| 1Y | +4.5% | +1.3% | +3.2% | -0.4% |
| All | +4.5% | +1.4% | +3.2% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling