-41.0%
TECH vs USHY
+20.3%
-61.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.6% |
| 30D | +0.3% | +0.5% | -0.2% | -0.9% |
| 3M | +1.0% | -1.2% | +2.2% | +3.7% |
| 6M | +54.0% | -0.1% | +54.1% | +54.3% |
| YTD | +24.3% | +1.1% | +23.2% | +21.2% |
| 1Y | +23.7% | +2.0% | +21.7% | +18.2% |
| 3Y | +28.5% | +25.8% | +2.6% | -20.4% |
| All | -41.0% | +20.3% | -61.2% | -52.1% |
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 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