+229.6%
TGT vs USHY
+50.4%
+179.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.9% |
| 7D | -3.6% | -0.1% | -3.4% | -3.4% |
| 30D | +4.4% | 0.0% | +4.5% | +4.5% |
| 3M | +25.4% | +0.8% | +24.5% | +23.9% |
| 6M | +33.4% | +1.9% | +31.4% | +29.8% |
| YTD | +65.6% | +2.3% | +63.3% | +60.4% |
| 1Y | +80.3% | +4.1% | +76.1% | +70.3% |
| 3Y | +42.1% | +27.8% | +14.4% | +3.3% |
| 5Y | -25.0% | +21.5% | -46.5% | -42.3% |
| All | +229.6% | +50.4% | +179.2% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling