+16.0%
RF vs USHY
+4.0%
+11.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | 0.0% |
| 7D | -0.1% | -0.1% | 0.0% | +0.3% |
| 30D | -4.0% | 0.0% | -4.0% | -3.9% |
| 3M | +5.6% | +0.8% | +4.7% | +2.9% |
| 6M | +13.1% | +1.9% | +11.1% | +7.4% |
| YTD | +13.6% | +2.3% | +11.3% | +7.1% |
| 1Y | +16.0% | +4.1% | +11.8% | +3.2% |
| All | +16.0% | +4.0% | +11.9% | +3.2% |
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