-35.7%
U vs USHY
+33.3%
-69.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.4% |
| 7D | +5.5% | -0.7% | +6.2% | +9.0% |
| 30D | -1.3% | -0.7% | -0.6% | +1.9% |
| 3M | +64.6% | +0.1% | +64.5% | +64.7% |
| 6M | +119.4% | +1.8% | +117.6% | +103.4% |
| YTD | -0.5% | +1.8% | -2.3% | -7.4% |
| 1Y | +1.3% | +3.3% | -2.0% | -11.4% |
| 3Y | +15.6% | +27.0% | -11.3% | -57.1% |
| 5Y | -67.5% | +21.0% | -88.5% | -83.3% |
| All | -35.7% | +33.3% | -69.0% | -70.1% |
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