+319.5%
VUG vs USHY
+49.7%
+269.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.5% | -0.7% | +0.2% | +0.9% |
| 30D | -1.0% | -0.7% | -0.3% | +0.4% |
| 3M | +3.5% | +0.1% | +3.5% | +3.5% |
| 6M | +14.2% | +1.8% | +12.4% | +10.7% |
| YTD | +8.5% | +1.8% | +6.7% | +5.2% |
| 1Y | +12.9% | +3.3% | +9.6% | +6.4% |
| 3Y | +85.6% | +27.0% | +58.7% | +19.8% |
| 5Y | +78.1% | +21.0% | +57.1% | +28.4% |
| All | +319.5% | +49.7% | +269.7% | +116.3% |
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