-41.8%
TECH vs USHY
+21.5%
-63.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.4% |
| 7D | -0.1% | -0.1% | +0.1% | +0.3% |
| 30D | +0.3% | 0.0% | +0.3% | +0.4% |
| 3M | +32.9% | +0.8% | +32.1% | +30.3% |
| 6M | +32.1% | +1.9% | +30.1% | +26.3% |
| YTD | +23.4% | +2.3% | +21.1% | +17.3% |
| 1Y | +34.1% | +4.1% | +29.9% | +22.2% |
| 3Y | +2.2% | +27.8% | -25.6% | -38.7% |
| 5Y | -41.8% | +21.5% | -63.3% | -54.0% |
| All | -41.8% | +21.5% | -63.3% | -54.0% |
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