-27.5%
TER vs USHY
-0.3%
-27.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +7.2% |
| 7D | +5.9% | -0.2% | +6.1% | +8.3% |
| 30D | -30.8% | +0.5% | -31.2% | -32.4% |
| 3M | -29.9% | -1.2% | -28.8% | -19.8% |
| 6M | -27.5% | -0.1% | -27.4% | -27.5% |
| All | -27.5% | -0.3% | -27.2% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling