+251.0%
SPOT vs USHY
+51.7%
+199.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.7% |
| 7D | -6.5% | -0.1% | -6.4% | -6.2% |
| 30D | +2.2% | 0.0% | +2.2% | +2.3% |
| 3M | +5.4% | +0.8% | +4.5% | +3.6% |
| 6M | -4.0% | +1.9% | -5.9% | -7.6% |
| YTD | -9.9% | +2.3% | -12.2% | -13.9% |
| 1Y | -27.3% | +4.1% | -31.4% | -33.0% |
| 3Y | +236.4% | +27.8% | +208.6% | +110.0% |
| 5Y | +112.6% | +21.5% | +91.1% | +47.4% |
| All | +251.0% | +51.7% | +199.3% | +69.0% |
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