+81.3%
VSH vs USHY
+49.7%
+31.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +4.8% | -0.7% | +5.4% | +6.6% |
| 30D | -0.7% | -0.7% | 0.0% | +1.1% |
| 3M | -43.1% | +0.1% | -43.1% | -43.0% |
| 6M | +91.8% | +1.8% | +90.0% | +85.5% |
| YTD | +131.6% | +1.8% | +129.8% | +124.4% |
| 1Y | +118.1% | +3.3% | +114.8% | +104.6% |
| 3Y | +40.9% | +27.0% | +13.9% | -14.4% |
| 5Y | +75.8% | +21.0% | +54.7% | +23.2% |
| All | +81.3% | +49.7% | +31.6% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling