-52.0%
ROKU vs USHY
+20.9%
-72.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -0.4% | -0.7% | +0.3% | +2.5% |
| 30D | +2.1% | -0.7% | +2.7% | +5.0% |
| 3M | +29.5% | +0.1% | +29.4% | +29.1% |
| 6M | +53.8% | +1.8% | +52.0% | +43.9% |
| YTD | +42.8% | +1.8% | +41.0% | +33.8% |
| 1Y | +60.7% | +3.3% | +57.4% | +41.9% |
| 3Y | +83.9% | +27.0% | +56.9% | -24.7% |
| All | -52.0% | +20.9% | -72.9% | -71.9% |
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 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