+36.0%
UL vs USHY
+50.4%
-14.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.1% |
| 30D | -0.6% | 0.0% | -0.5% | -0.5% |
| 3M | +9.4% | +0.8% | +8.6% | +8.6% |
| 6M | -4.1% | +1.9% | -6.1% | -5.7% |
| YTD | -2.0% | +2.3% | -4.2% | -3.9% |
| 1Y | -9.0% | +4.1% | -13.1% | -12.2% |
| 3Y | +21.8% | +27.8% | -6.0% | -2.8% |
| 5Y | +20.6% | +21.5% | -0.9% | +1.9% |
| All | +36.0% | +50.4% | -14.4% | -4.9% |
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