+263.9%
V vs USHY
+50.7%
+213.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.5% |
| 30D | +2.0% | +0.1% | +1.9% | +1.8% |
| 3M | +17.4% | +0.8% | +16.5% | +15.7% |
| 6M | +17.5% | +1.7% | +15.8% | +13.9% |
| YTD | +7.6% | +2.5% | +5.1% | +3.0% |
| 1Y | +7.7% | +4.4% | +3.3% | -0.2% |
| 3Y | +54.7% | +27.4% | +27.3% | +1.9% |
| 5Y | +73.0% | +21.7% | +51.3% | +26.5% |
| All | +263.9% | +50.7% | +213.1% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling