+286.8%
RSG vs USHY
+49.7%
+237.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.0% |
| 30D | +2.8% | -0.5% | +3.3% | +3.4% |
| 3M | +4.3% | +0.5% | +3.8% | +3.6% |
| 6M | -0.5% | +1.5% | -2.0% | -2.4% |
| YTD | +5.2% | +1.7% | +3.5% | +2.9% |
| 1Y | -2.1% | +3.5% | -5.7% | -6.2% |
| 3Y | +56.5% | +27.2% | +29.4% | +17.6% |
| 5Y | +89.5% | +21.0% | +68.5% | +54.0% |
| All | +286.8% | +49.7% | +237.2% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling