-25.1%
TGT vs USHY
+20.9%
-46.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -5.2% | -0.7% | -4.6% | -4.0% |
| 30D | +1.2% | -0.7% | +1.9% | +2.5% |
| 3M | +18.4% | +0.1% | +18.3% | +18.3% |
| 6M | +33.4% | +1.8% | +31.7% | +29.2% |
| YTD | +63.8% | +1.8% | +62.0% | +58.6% |
| 1Y | +77.2% | +3.3% | +73.9% | +67.0% |
| 3Y | +41.8% | +27.0% | +14.8% | -4.7% |
| All | -25.1% | +20.9% | -46.0% | -44.1% |
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