+65.7%
T vs USHY
+21.5%
+44.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 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% | +11.6% |
| 6M | -6.5% | +1.9% | -8.4% | -7.7% |
| YTD | +4.9% | +2.3% | +2.6% | +3.2% |
| 1Y | -10.5% | +4.1% | -14.6% | -13.1% |
| 3Y | +104.6% | +27.8% | +76.8% | +70.4% |
| All | +65.7% | +21.5% | +44.2% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling