+46.9%
ULTA vs USHY
+20.9%
+25.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | -3.1% | -0.7% | -2.4% | -1.9% |
| 30D | +2.8% | -0.7% | +3.5% | +4.0% |
| 3M | +14.8% | +0.1% | +14.7% | +14.7% |
| 6M | -16.2% | +1.8% | -18.0% | -18.5% |
| YTD | -9.6% | +1.8% | -11.4% | -12.1% |
| 1Y | +4.8% | +3.3% | +1.5% | -0.6% |
| 3Y | +30.7% | +27.0% | +3.7% | -8.8% |
| All | +46.9% | +20.9% | +25.9% | +32.3% |
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