+31.1%
USB vs USHY
+1.6%
+29.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +2.0% |
| 30D | +6.3% | +0.3% | +6.0% | +5.6% |
| 3M | -6.1% | -1.7% | -4.4% | -1.5% |
| 6M | +13.0% | -0.4% | +13.4% | +14.2% |
| YTD | +16.6% | +0.7% | +15.8% | +15.7% |
| 1Y | +31.1% | +1.8% | +29.3% | +23.8% |
| All | +31.1% | +1.6% | +29.6% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling