+282.7%
TPR vs USHY
+50.7%
+232.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -2.3% | -0.1% | -2.2% | -2.0% |
| 30D | -23.0% | +0.1% | -23.1% | -23.3% |
| 3M | -12.5% | +0.8% | -13.3% | -14.4% |
| 6M | -21.4% | +1.7% | -23.2% | -24.6% |
| YTD | -3.5% | +2.5% | -6.0% | -9.1% |
| 1Y | +17.4% | +4.4% | +13.0% | +5.5% |
| 3Y | +291.3% | +27.4% | +263.9% | +113.2% |
| 5Y | +241.9% | +21.7% | +220.2% | +120.3% |
| All | +282.7% | +50.7% | +232.0% | +60.0% |
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