-17.9%
TMUS vs USHY
+1.6%
-19.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -1.1% |
| 7D | +6.5% | -0.3% | +6.8% | +6.1% |
| 30D | +11.3% | +0.3% | +11.0% | +11.7% |
| 3M | -2.9% | -1.7% | -1.2% | -4.4% |
| 6M | -10.5% | -0.4% | -10.1% | -10.5% |
| YTD | -14.4% | +0.7% | -15.1% | -13.9% |
| 1Y | -17.9% | +1.8% | -19.7% | -17.1% |
| All | -17.9% | +1.6% | -19.4% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling