+225.9%
VIK vs USHY
+20.0%
+205.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -2.4% |
| 7D | -0.8% | -0.1% | -0.7% | -0.1% |
| 30D | -18.0% | 0.0% | -18.0% | -17.9% |
| 3M | -5.8% | +0.8% | -6.7% | -9.7% |
| 6M | +17.2% | +1.9% | +15.2% | +7.8% |
| YTD | +19.1% | +2.3% | +16.9% | +8.3% |
| 1Y | +33.6% | +4.1% | +29.5% | +11.5% |
| All | +225.9% | +20.0% | +205.9% | +53.2% |
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 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