+102.9%
T vs USHY
+27.6%
+75.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | -0.1% | -2.9% | -3.0% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +12.2% | +0.8% | +11.4% | +11.8% |
| 6M | -6.5% | +1.9% | -8.4% | -7.2% |
| YTD | +4.9% | +2.3% | +2.6% | +3.8% |
| 1Y | -10.5% | +4.1% | -14.6% | -12.4% |
| All | +102.9% | +27.6% | +75.3% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling