-13.1%
TLT vs USHY
+50.7%
-63.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | -1.7% | +1.2% | -2.9% | -1.9% |
| 6M | -4.9% | +2.6% | -7.5% | -5.3% |
| YTD | -2.8% | +2.4% | -5.2% | -3.2% |
| 1Y | -4.2% | +4.2% | -8.4% | -4.8% |
| 3Y | -1.1% | +28.0% | -29.1% | -3.7% |
| 5Y | -33.7% | +21.8% | -55.5% | -38.0% |
| All | -13.1% | +50.7% | -63.8% | -11.8% |
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