-44.6%
VG vs USHY
+8.0%
-52.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.7% |
| 7D | +14.0% | -0.4% | +14.4% | +14.7% |
| 30D | -1.0% | +0.6% | -1.6% | -2.1% |
| 3M | -2.7% | -2.0% | -0.7% | +0.8% |
| 6M | +1.5% | -0.5% | +2.0% | +0.8% |
| YTD | +93.7% | +0.6% | +93.1% | +79.8% |
| 1Y | +68.5% | +2.1% | +66.4% | +42.9% |
| All | -44.6% | +8.0% | -52.6% | -58.1% |
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