+161.3%
RSP vs USHY
+50.7%
+110.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +4.8% | +1.2% | +3.6% | +2.7% |
| 6M | +10.3% | +2.6% | +7.7% | +5.4% |
| YTD | +14.1% | +2.4% | +11.6% | +9.4% |
| 1Y | +17.0% | +4.2% | +12.8% | +8.8% |
| 3Y | +54.2% | +28.0% | +26.2% | +0.7% |
| 5Y | +51.5% | +21.8% | +29.7% | +10.2% |
| All | +161.3% | +50.7% | +110.6% | +35.7% |
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