+11.1%
RDW vs USHY
+1.9%
+9.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -11.4% |
| 7D | -14.3% | -0.2% | -14.1% | -12.4% |
| 30D | -26.0% | +0.7% | -26.7% | -30.3% |
| 3M | -27.4% | -2.2% | -25.2% | -7.5% |
| 6M | -10.6% | -0.9% | -9.8% | +1.6% |
| YTD | +1.6% | +0.2% | +1.4% | +10.2% |
| 1Y | +11.1% | +1.7% | +9.3% | +3.6% |
| All | +11.1% | +1.9% | +9.2% | +3.6% |
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