+58.6%
USB vs USHY
+47.7%
+10.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +0.8% |
| 30D | +6.4% | -0.1% | +6.6% | +6.7% |
| 3M | -4.5% | -1.9% | -2.6% | -0.7% |
| 6M | +11.4% | -1.0% | +12.4% | +13.8% |
| YTD | +17.1% | +0.4% | +16.7% | +16.4% |
| 1Y | +32.6% | +1.4% | +31.2% | +29.1% |
| 3Y | +101.8% | +24.9% | +76.9% | +31.4% |
| 5Y | +25.1% | +19.3% | +5.8% | -8.1% |
| All | +58.6% | +47.7% | +10.9% | -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