+189.6%
TMUS vs USHY
+48.0%
+141.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +4.9% | -0.4% | +5.3% | +5.4% |
| 30D | +7.7% | +0.6% | +7.1% | +6.9% |
| 3M | -6.8% | -2.0% | -4.8% | -4.7% |
| 6M | -9.7% | -0.5% | -9.1% | -9.2% |
| YTD | -15.0% | +0.6% | -15.6% | -15.9% |
| 1Y | -19.1% | +2.1% | -21.2% | -21.4% |
| 3Y | +21.4% | +25.3% | -3.9% | -8.6% |
| 5Y | +51.2% | +19.7% | +31.4% | +22.0% |
| All | +189.6% | +48.0% | +141.6% | +85.4% |
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