+75.4%
USAR vs USHY
+28.7%
+46.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -8.6% | 0.0% | -8.6% | -8.5% |
| 3M | -20.5% | +1.2% | -21.6% | -21.7% |
| 6M | +1.2% | +2.6% | -1.4% | -1.1% |
| YTD | +48.4% | +2.4% | +46.0% | +45.2% |
| 1Y | +30.6% | +4.2% | +26.4% | +27.3% |
| 3Y | +73.6% | +28.0% | +45.6% | +74.4% |
| All | +75.4% | +28.7% | +46.7% | +76.1% |
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