-66.5%
U vs USHY
+20.9%
-87.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.4% |
| 7D | +5.5% | -0.7% | +6.2% | +9.1% |
| 30D | -1.3% | -0.7% | -0.6% | +2.0% |
| 3M | +64.6% | +0.1% | +64.5% | +64.7% |
| 6M | +119.4% | +1.8% | +117.6% | +102.7% |
| YTD | -0.5% | +1.8% | -2.3% | -7.7% |
| 1Y | +1.3% | +3.3% | -2.0% | -11.8% |
| 3Y | +15.6% | +27.0% | -11.3% | -58.9% |
| All | -66.5% | +20.9% | -87.4% | -78.6% |
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