+41.2%
USB vs USHY
+21.7%
+19.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -0.1% | +1.6% | +1.7% |
| 30D | -1.3% | +0.1% | -1.4% | -1.5% |
| 3M | +15.2% | +0.8% | +14.4% | +13.6% |
| 6M | +18.8% | +1.7% | +17.1% | +15.4% |
| YTD | +21.0% | +2.5% | +18.5% | +16.1% |
| 1Y | +34.0% | +4.4% | +29.6% | +24.5% |
| 3Y | +95.3% | +27.4% | +67.9% | +35.0% |
| All | +41.2% | +21.7% | +19.5% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling