+52.5%
SOXX vs USHY
+1.9%
+50.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -7.0% |
| 7D | -13.7% | -0.2% | -13.5% | -12.5% |
| 30D | -23.6% | +0.7% | -24.3% | -26.3% |
| 3M | -16.9% | -2.2% | -14.7% | -3.8% |
| 6M | -2.4% | -0.9% | -1.6% | +4.8% |
| YTD | +49.8% | +0.2% | +49.7% | +54.1% |
| 1Y | +52.5% | +1.7% | +50.8% | +41.6% |
| All | +52.5% | +1.9% | +50.7% | +41.6% |
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