-16.5%
TMUS vs USHY
+1.9%
-18.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | +5.3% | +0.1% | +5.2% | +5.3% |
| 3M | +3.1% | +0.8% | +2.3% | +3.9% |
| 6M | -16.5% | +1.7% | -18.2% | -14.6% |
| All | -16.5% | +1.9% | -18.4% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling