+67.7%
V vs USHY
+21.5%
+46.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.7% |
| 30D | +1.9% | 0.0% | +1.9% | +2.0% |
| 3M | +13.2% | +0.8% | +12.4% | +11.9% |
| 6M | +16.7% | +1.9% | +14.8% | +13.5% |
| YTD | +5.4% | +2.3% | +3.1% | +2.0% |
| 1Y | +7.7% | +4.1% | +3.5% | +1.5% |
| 3Y | +52.0% | +27.8% | +24.2% | +8.6% |
| 5Y | +67.7% | +21.5% | +46.2% | +44.2% |
| All | +67.7% | +21.5% | +46.2% | +44.2% |
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 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