+9.4%
VG vs USHY
+4.0%
+5.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.0% |
| 7D | -2.5% | 0.0% | -2.5% | -2.4% |
| 30D | +11.1% | 0.0% | +11.1% | +11.1% |
| 3M | +14.9% | +1.2% | +13.7% | +22.2% |
| 6M | +18.4% | +2.6% | +15.7% | +33.5% |
| YTD | +116.6% | +2.4% | +114.1% | +141.8% |
| 1Y | +9.4% | +4.2% | +5.1% | +12.9% |
| All | +9.4% | +4.0% | +5.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling