-1.8%
RMBS vs USHY
+3.5%
-5.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.6% |
| 7D | +1.8% | -0.7% | +2.4% | +8.5% |
| 30D | -13.9% | -0.7% | -13.2% | -8.3% |
| 3M | -39.8% | +0.1% | -39.9% | -39.7% |
| 6M | -6.0% | +1.8% | -7.8% | -15.7% |
| YTD | -5.4% | +1.8% | -7.1% | -14.0% |
| 1Y | -1.8% | +3.3% | -5.1% | -23.5% |
| All | -1.8% | +3.5% | -5.3% | -23.5% |
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 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