-73.3%
U vs USHY
+19.5%
-92.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.8% |
| 7D | +2.6% | -0.4% | +3.0% | +4.6% |
| 30D | +27.6% | +0.6% | +27.0% | +23.8% |
| 3M | +15.3% | -2.0% | +17.3% | +27.3% |
| 6M | +96.4% | -0.5% | +96.9% | +102.6% |
| YTD | +19.6% | +0.6% | +19.0% | +17.4% |
| 1Y | +42.1% | +2.1% | +40.0% | +29.7% |
| 3Y | +87.5% | +25.3% | +62.2% | -29.4% |
| All | -73.3% | +19.5% | -92.8% | -84.5% |
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