+83.9%
ROKU vs USHY
+27.0%
+56.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -0.4% | -0.7% | +0.3% | +3.1% |
| 30D | +2.1% | -0.7% | +2.7% | +5.6% |
| 3M | +29.5% | +0.1% | +29.4% | +28.9% |
| 6M | +53.8% | +1.8% | +52.0% | +41.2% |
| YTD | +42.8% | +1.8% | +41.0% | +31.2% |
| 1Y | +60.7% | +3.3% | +57.4% | +36.8% |
| 3Y | +83.9% | +27.0% | +56.9% | -45.9% |
| All | +83.9% | +27.0% | +56.9% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling