-14.5%
TLT vs USHY
+49.7%
-64.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -1.1% | -0.7% | -0.5% | -1.0% |
| 3M | -4.9% | +0.1% | -4.9% | -4.9% |
| 6M | -5.0% | +1.8% | -6.8% | -5.3% |
| YTD | -4.4% | +1.8% | -6.1% | -4.6% |
| 1Y | -6.4% | +3.3% | -9.7% | -6.8% |
| 3Y | -2.0% | +27.0% | -29.0% | -4.5% |
| 5Y | -35.0% | +21.0% | -56.0% | -39.1% |
| All | -14.5% | +49.7% | -64.2% | -13.1% |
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 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