+926.0%
SOXX vs USHY
+49.7%
+876.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.4% | -0.7% | +2.1% | +3.2% |
| 30D | -3.6% | -0.7% | -2.9% | -1.8% |
| 3M | -10.2% | +0.1% | -10.2% | -10.0% |
| 6M | +54.2% | +1.8% | +52.5% | +49.1% |
| YTD | +75.2% | +1.8% | +73.4% | +69.7% |
| 1Y | +107.5% | +3.3% | +104.2% | +94.3% |
| 3Y | +226.8% | +27.0% | +199.8% | +92.8% |
| 5Y | +251.2% | +21.0% | +230.2% | +140.8% |
| All | +926.0% | +49.7% | +876.3% | +392.0% |
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