-67.5%
S vs USHY
+20.1%
-87.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.0% |
| 7D | +1.2% | -0.2% | +1.5% | +2.2% |
| 30D | -7.3% | +0.5% | -7.8% | -8.5% |
| 3M | +5.9% | -1.2% | +7.0% | +10.8% |
| 6M | +45.6% | -0.1% | +45.7% | +46.8% |
| YTD | +58.5% | +1.1% | +57.4% | +53.1% |
| 1Y | +37.6% | +2.0% | +35.6% | +28.9% |
| 3Y | +51.7% | +25.8% | +25.9% | -30.2% |
| 5Y | -67.5% | +20.4% | -87.9% | -72.3% |
| All | -67.5% | +20.1% | -87.6% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling