-22.3%
RMD vs USHY
+20.9%
-43.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.6% |
| 7D | -4.2% | -0.7% | -3.5% | -3.0% |
| 30D | -2.1% | -0.5% | -1.5% | -1.1% |
| 3M | +13.8% | +0.5% | +13.2% | +12.9% |
| 6M | -10.6% | +1.5% | -12.1% | -12.6% |
| YTD | -8.1% | +1.7% | -9.8% | -10.4% |
| 1Y | -18.0% | +3.5% | -21.5% | -22.2% |
| 3Y | +52.9% | +27.2% | +25.7% | +8.4% |
| 5Y | -22.3% | +21.0% | -43.3% | -37.1% |
| All | -22.3% | +20.9% | -43.2% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling