+55.2%
USB vs USHY
+47.8%
+7.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.5% |
| 30D | +5.8% | 0.0% | +5.8% | +5.8% |
| 3M | -6.0% | -1.8% | -4.2% | -2.4% |
| 6M | +7.8% | -1.0% | +8.8% | +10.2% |
| YTD | +14.6% | +0.5% | +14.1% | +13.7% |
| 1Y | +31.8% | +1.9% | +29.9% | +27.1% |
| 3Y | +91.5% | +24.9% | +66.6% | +24.7% |
| 5Y | +22.0% | +18.8% | +3.2% | -9.5% |
| All | +55.2% | +47.8% | +7.4% | -19.1% |
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 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