+9.5%
TPR vs USHY
+4.0%
+5.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -2.4% |
| 7D | -7.3% | -0.1% | -7.2% | -6.7% |
| 30D | -30.7% | 0.0% | -30.7% | -30.8% |
| 3M | -21.6% | +0.8% | -22.5% | -25.0% |
| 6M | -21.3% | +1.9% | -23.3% | -27.1% |
| YTD | -10.2% | +2.3% | -12.4% | -17.6% |
| 1Y | +9.5% | +4.1% | +5.4% | -10.6% |
| All | +9.5% | +4.0% | +5.5% | -10.6% |
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 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