-53.1%
TE vs USHY
+33.5%
-86.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | -0.7% | +0.9% | +1.6% |
| 30D | -5.9% | -0.7% | -5.2% | -4.5% |
| 3M | -45.6% | +0.1% | -45.6% | -45.4% |
| 6M | -43.4% | +1.8% | -45.1% | -44.5% |
| YTD | -31.0% | +1.8% | -32.8% | -32.2% |
| 1Y | +145.2% | +3.3% | +141.9% | +135.6% |
| 3Y | -24.1% | +27.0% | -51.0% | -44.8% |
| 5Y | -48.1% | +21.0% | -69.2% | -62.2% |
| All | -53.1% | +33.5% | -86.5% | -66.1% |
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 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