+263.1%
TPR vs USHY
+49.7%
+213.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +3.2% |
| 7D | -5.1% | -0.7% | -4.4% | -3.2% |
| 30D | -27.6% | -0.5% | -27.0% | -26.6% |
| 3M | -17.5% | +0.5% | -18.0% | -18.7% |
| 6M | -21.3% | +1.5% | -22.8% | -24.1% |
| YTD | -8.5% | +1.7% | -10.2% | -12.1% |
| 1Y | +11.5% | +3.5% | +7.9% | +2.4% |
| 3Y | +288.0% | +27.2% | +260.9% | +112.5% |
| 5Y | +225.2% | +21.0% | +204.2% | +113.0% |
| All | +263.1% | +49.7% | +213.4% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling