+255.1%
TPR vs USHY
+18.9%
+236.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -0.3% | +14.4% | +14.8% |
| 30D | +17.1% | 0.0% | +17.1% | +16.9% |
| 3M | -17.7% | -1.8% | -15.9% | -14.2% |
| 6M | -10.2% | -1.0% | -9.2% | -7.9% |
| YTD | +4.9% | +0.5% | +4.4% | +4.2% |
| 1Y | +36.1% | +1.9% | +34.3% | +30.8% |
| 3Y | +416.5% | +24.9% | +391.6% | +221.7% |
| All | +255.1% | +18.9% | +236.2% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling