+308.5%
V vs USHY
+48.2%
+260.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | -0.4% | -0.3% | 0.0% | +0.2% |
| 30D | +6.3% | +0.3% | +6.0% | +5.8% |
| 3M | +17.2% | -1.7% | +18.9% | +20.7% |
| 6M | +29.2% | -0.4% | +29.6% | +30.1% |
| YTD | +20.8% | +0.7% | +20.1% | +19.1% |
| 1Y | +25.0% | +1.8% | +23.2% | +21.0% |
| 3Y | +75.3% | +25.3% | +50.0% | +18.9% |
| 5Y | +105.8% | +19.9% | +86.0% | +54.5% |
| All | +308.5% | +48.2% | +260.4% | +108.9% |
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