-53.2%
S vs USHY
+23.1%
-76.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -7.7% | -0.1% | -7.6% | -7.2% |
| 30D | -5.3% | +0.1% | -5.4% | -5.6% |
| 3M | +20.3% | +0.8% | +19.4% | +17.2% |
| 6M | +47.4% | +1.7% | +45.6% | +38.8% |
| YTD | +32.5% | +2.5% | +30.1% | +21.7% |
| 1Y | +9.5% | +4.4% | +5.1% | -5.8% |
| 3Y | +15.5% | +27.4% | -11.9% | -49.3% |
| 5Y | -71.2% | +21.7% | -92.9% | -77.4% |
| All | -53.2% | +23.1% | -76.3% | -63.1% |
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