+71.2%
VSH vs USHY
+50.7%
+20.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +6.2% | 0.0% | +6.2% | +6.1% |
| 30D | -11.1% | 0.0% | -11.1% | -11.1% |
| 3M | -44.9% | +1.2% | -46.1% | -46.3% |
| 6M | +90.0% | +2.6% | +87.3% | +79.8% |
| YTD | +118.8% | +2.4% | +116.3% | +108.4% |
| 1Y | +109.0% | +4.2% | +104.7% | +91.6% |
| 3Y | +35.6% | +28.0% | +7.6% | -19.3% |
| 5Y | +66.7% | +21.8% | +44.9% | +14.9% |
| All | +71.2% | +50.7% | +20.5% | -18.1% |
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 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