+243.1%
SPY vs USHY
+50.7%
+192.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | +3.9% | +1.2% | +2.7% | +1.9% |
| 6M | +14.5% | +2.6% | +11.9% | +9.7% |
| YTD | +12.9% | +2.4% | +10.5% | +8.5% |
| 1Y | +19.4% | +4.2% | +15.1% | +11.4% |
| 3Y | +78.5% | +28.0% | +50.4% | +18.8% |
| 5Y | +81.8% | +21.8% | +60.0% | +33.9% |
| All | +243.1% | +50.7% | +192.4% | +83.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling