-47.8%
S vs USHY
+20.8%
-68.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | 0.0% |
| 7D | +2.0% | -0.4% | +2.4% | +3.7% |
| 30D | -2.7% | +0.6% | -3.3% | -4.3% |
| 3M | -6.9% | -2.0% | -4.9% | +0.5% |
| 6M | +38.1% | -0.5% | +38.6% | +41.6% |
| YTD | +48.0% | +0.6% | +47.4% | +45.7% |
| 1Y | +34.5% | +2.1% | +32.3% | +25.4% |
| 3Y | +38.3% | +25.3% | +13.0% | -35.5% |
| 5Y | -70.9% | +19.7% | -90.6% | -75.8% |
| All | -47.8% | +20.8% | -68.6% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling