+76.8%
V vs USHY
+25.9%
+50.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +1.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.3% |
| 30D | +9.9% | +0.4% | +9.5% | +9.2% |
| 3M | +17.5% | -1.3% | +18.8% | +20.0% |
| 6M | +33.5% | -0.4% | +33.9% | +34.3% |
| YTD | +21.6% | +1.0% | +20.6% | +19.3% |
| 1Y | +27.6% | +2.0% | +25.6% | +22.8% |
| All | +76.8% | +25.9% | +50.9% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling