+57.8%
T vs USHY
+19.5%
+38.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.5% | -0.4% | +3.0% | +2.8% |
| 30D | -3.8% | +0.6% | -4.4% | -4.1% |
| 3M | -8.7% | -2.0% | -6.7% | -7.6% |
| 6M | -8.1% | -0.5% | -7.6% | -7.9% |
| YTD | -6.4% | +0.6% | -7.1% | -7.0% |
| 1Y | -9.8% | +2.1% | -11.9% | -11.3% |
| 3Y | +65.5% | +25.3% | +40.2% | +39.9% |
| All | +57.8% | +19.5% | +38.3% | +33.0% |
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