+209.3%
TMUS vs USHY
+50.7%
+158.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +5.3% | +0.1% | +5.2% | +5.1% |
| 3M | +3.1% | +0.8% | +2.3% | +2.2% |
| 6M | -16.5% | +1.7% | -18.2% | -18.3% |
| YTD | -9.2% | +2.5% | -11.6% | -11.9% |
| 1Y | -26.5% | +4.4% | -30.9% | -30.3% |
| 3Y | +39.0% | +27.4% | +11.6% | +2.9% |
| 5Y | +40.4% | +21.7% | +18.6% | +11.3% |
| All | +209.3% | +50.7% | +158.5% | +94.1% |
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 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