+520.9%
TER vs USHY
+48.0%
+472.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.1% |
| 7D | +14.4% | -0.4% | +14.8% | +15.9% |
| 30D | -30.6% | +0.6% | -31.2% | -31.5% |
| 3M | -39.2% | -2.0% | -37.2% | -35.5% |
| 6M | -31.3% | -0.5% | -30.7% | -29.5% |
| YTD | +29.1% | +0.6% | +28.5% | +30.3% |
| 1Y | +47.4% | +2.1% | +45.3% | +43.3% |
| 3Y | +191.2% | +25.3% | +165.9% | +75.1% |
| 5Y | +74.0% | +19.7% | +54.3% | +22.7% |
| All | +520.9% | +48.0% | +472.9% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling