-31.4%
TE vs USHY
+2.7%
-34.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -1.2% |
| 7D | +15.0% | -0.1% | +15.1% | +16.5% |
| 30D | -7.5% | 0.0% | -7.5% | -7.2% |
| 3M | -42.0% | +0.8% | -42.8% | -45.2% |
| 6M | -31.4% | +1.9% | -33.3% | -37.2% |
| All | -31.4% | +2.7% | -34.1% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling