+293.7%
TPR vs USHY
+27.8%
+265.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.6% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | -27.3% | 0.0% | -27.3% | -27.4% |
| 3M | -16.2% | +1.2% | -17.4% | -19.3% |
| 6M | -17.9% | +2.6% | -20.5% | -23.9% |
| YTD | -7.1% | +2.4% | -9.6% | -13.3% |
| 1Y | +13.6% | +4.2% | +9.4% | +1.0% |
| 3Y | +293.7% | +28.0% | +265.7% | +142.3% |
| All | +293.7% | +27.8% | +265.9% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling