+54.5%
USAR vs USHY
+27.9%
+26.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -11.6% | -0.7% | -11.0% | -10.5% |
| 30D | -15.5% | -0.7% | -14.8% | -14.3% |
| 3M | -31.0% | +0.1% | -31.1% | -30.8% |
| 6M | -26.2% | +1.8% | -28.0% | -26.9% |
| YTD | +30.8% | +1.8% | +29.0% | +29.6% |
| 1Y | +7.1% | +3.3% | +3.8% | +5.8% |
| 3Y | +53.0% | +27.0% | +26.0% | +55.6% |
| All | +54.5% | +27.9% | +26.7% | +57.2% |
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