+34.5%
S vs USHY
+1.9%
+32.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.7% |
| 3M | -6.9% | -2.0% | -4.9% | -0.7% |
| 6M | +38.1% | -0.5% | +38.6% | +41.6% |
| YTD | +48.0% | +0.6% | +47.4% | +43.9% |
| 1Y | +34.5% | +2.1% | +32.3% | +18.9% |
| All | +34.5% | +1.9% | +32.6% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling