+59.2%
USB vs USHY
+48.0%
+11.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.1% |
| 7D | +2.6% | -0.4% | +3.0% | +3.5% |
| 30D | +8.4% | +0.6% | +7.8% | +7.1% |
| 3M | -5.5% | -2.0% | -3.5% | -1.5% |
| 6M | +17.7% | -0.5% | +18.3% | +19.2% |
| YTD | +17.6% | +0.6% | +17.0% | +16.4% |
| 1Y | +33.9% | +2.1% | +31.7% | +28.6% |
| 3Y | +103.8% | +25.3% | +78.5% | +31.9% |
| 5Y | +25.6% | +19.7% | +5.9% | -8.5% |
| All | +59.2% | +48.0% | +11.2% | -17.2% |
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