-47.3%
QS vs USHY
+35.3%
-82.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -5.8% |
| 7D | -4.2% | -0.1% | -4.1% | -3.6% |
| 30D | -15.7% | 0.0% | -15.6% | -15.4% |
| 3M | -28.7% | +0.8% | -29.5% | -30.6% |
| 6M | -23.2% | +1.9% | -25.2% | -27.5% |
| YTD | -49.9% | +2.3% | -52.2% | -53.1% |
| 1Y | -38.8% | +4.1% | -42.9% | -46.1% |
| 3Y | -24.0% | +27.8% | -51.8% | -68.7% |
| 5Y | -75.6% | +21.5% | -97.1% | -86.7% |
| All | -47.3% | +35.3% | -82.6% | -68.5% |
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