-53.4%
S vs USHY
+22.2%
-75.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +3.7% |
| 7D | +0.1% | -0.7% | +0.8% | +2.7% |
| 30D | -11.8% | -0.5% | -11.3% | -10.0% |
| 3M | +33.9% | +0.5% | +33.4% | +31.8% |
| 6M | +40.1% | +1.5% | +38.6% | +33.1% |
| YTD | +32.1% | +1.7% | +30.3% | +24.4% |
| 1Y | +11.0% | +3.5% | +7.5% | -1.7% |
| 3Y | +16.9% | +27.2% | -10.2% | -48.4% |
| 5Y | -68.9% | +21.0% | -89.9% | -75.0% |
| All | -53.4% | +22.2% | -75.6% | -62.3% |
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