+317.8%
SPYG vs USHY
+50.4%
+267.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | 0.0% |
| 7D | +0.3% | -0.1% | +0.5% | +0.6% |
| 30D | -1.7% | 0.0% | -1.6% | -1.6% |
| 3M | +3.6% | +0.8% | +2.8% | +2.1% |
| 6M | +16.6% | +1.9% | +14.7% | +12.9% |
| YTD | +13.4% | +2.3% | +11.1% | +9.1% |
| 1Y | +19.6% | +4.1% | +15.4% | +11.4% |
| 3Y | +99.8% | +27.8% | +72.0% | +30.0% |
| 5Y | +85.0% | +21.5% | +63.5% | +34.3% |
| All | +317.8% | +50.4% | +267.4% | +118.5% |
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