+89.8%
T vs USHY
+49.7%
+40.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -0.7% | +2.2% | +2.3% |
| 30D | +7.5% | -0.7% | +8.1% | +8.3% |
| 3M | +14.8% | +0.1% | +14.8% | +14.7% |
| 6M | -1.7% | +1.8% | -3.5% | -3.9% |
| YTD | +8.7% | +1.8% | +6.9% | +6.3% |
| 1Y | -7.5% | +3.3% | -10.8% | -11.1% |
| 3Y | +110.2% | +27.0% | +83.3% | +57.3% |
| 5Y | +71.6% | +21.0% | +50.6% | +38.3% |
| All | +89.8% | +49.7% | +40.1% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling