-50.0%
TE vs USHY
+34.1%
-84.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.6% |
| 7D | +15.0% | -0.1% | +15.1% | +15.3% |
| 30D | -7.5% | 0.0% | -7.5% | -7.4% |
| 3M | -42.0% | +0.8% | -42.8% | -42.6% |
| 6M | -31.4% | +1.9% | -33.3% | -33.1% |
| YTD | -26.5% | +2.3% | -28.7% | -28.5% |
| 1Y | +153.1% | +4.1% | +148.9% | +139.3% |
| 3Y | -20.7% | +27.8% | -48.5% | -43.1% |
| 5Y | -45.4% | +21.5% | -66.9% | -60.6% |
| All | -50.0% | +34.1% | -84.1% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling