+76.4%
SLB vs USHY
+19.5%
+56.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +3.5% | -0.4% | +3.9% | +4.1% |
| 30D | +6.5% | +0.6% | +5.9% | +5.7% |
| 3M | -0.2% | -2.0% | +1.8% | +2.6% |
| 6M | -5.7% | -0.5% | -5.2% | -5.0% |
| YTD | +36.8% | +0.6% | +36.2% | +36.0% |
| 1Y | +45.8% | +2.1% | +43.7% | +42.2% |
| 3Y | +3.4% | +25.3% | -22.0% | -17.7% |
| All | +76.4% | +19.5% | +56.8% | +50.2% |
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