+821.0%
TER vs USHY
+49.7%
+771.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.2% |
| 7D | +9.4% | -0.7% | +10.1% | +11.6% |
| 30D | -2.4% | -0.5% | -1.9% | -0.9% |
| 3M | +6.5% | +0.5% | +6.0% | +5.5% |
| 6M | +23.2% | +1.5% | +21.7% | +20.4% |
| YTD | +91.5% | +1.7% | +89.7% | +86.8% |
| 1Y | +214.8% | +3.5% | +211.3% | +194.2% |
| 3Y | +275.3% | +27.2% | +248.2% | +116.3% |
| 5Y | +211.9% | +21.0% | +190.9% | +113.4% |
| All | +821.0% | +49.7% | +771.3% | +318.3% |
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