+228.2%
TER vs USHY
+21.5%
+206.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.7% |
| 7D | +12.4% | -0.1% | +12.5% | +12.8% |
| 30D | +5.1% | 0.0% | +5.2% | +5.3% |
| 3M | +4.0% | +0.8% | +3.1% | +1.6% |
| 6M | +29.5% | +1.9% | +27.6% | +24.3% |
| YTD | +98.5% | +2.3% | +96.2% | +89.5% |
| 1Y | +234.1% | +4.1% | +229.9% | +203.3% |
| 3Y | +289.0% | +27.8% | +261.2% | +109.5% |
| 5Y | +228.2% | +21.5% | +206.7% | +174.5% |
| All | +228.2% | +21.5% | +206.6% | +174.5% |
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