-53.2%
TEAM vs USHY
+21.5%
-74.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.4% |
| 7D | -4.7% | -0.1% | -4.5% | -4.2% |
| 30D | +17.0% | 0.0% | +17.1% | +17.3% |
| 3M | +85.9% | +0.8% | +85.1% | +81.1% |
| 6M | +116.7% | +1.9% | +114.7% | +102.9% |
| YTD | +9.6% | +2.3% | +7.4% | +1.2% |
| 1Y | -2.5% | +4.1% | -6.7% | -15.7% |
| 3Y | -14.0% | +27.8% | -41.8% | -62.1% |
| All | -53.2% | +21.5% | -74.7% | -68.4% |
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