+61.7%
VNQ vs USHY
+49.7%
+12.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -2.6% | -0.7% | -1.9% | -1.3% |
| 30D | -2.3% | -0.5% | -1.8% | -1.3% |
| 3M | -2.8% | +0.5% | -3.3% | -3.7% |
| 6M | +2.5% | +1.5% | +1.0% | -0.3% |
| YTD | +8.4% | +1.7% | +6.7% | +5.0% |
| 1Y | +6.8% | +3.5% | +3.2% | +0.1% |
| 3Y | +29.9% | +27.2% | +2.8% | -15.8% |
| 5Y | +7.2% | +21.0% | -13.8% | -22.4% |
| All | +61.7% | +49.7% | +12.1% | -15.6% |
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