+77.4%
VUG vs USHY
+21.5%
+55.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.4% |
| 30D | -1.7% | 0.0% | -1.6% | -1.6% |
| 3M | +2.8% | +0.8% | +2.0% | +1.1% |
| 6M | +13.6% | +1.9% | +11.7% | +9.4% |
| YTD | +8.1% | +2.3% | +5.8% | +3.4% |
| 1Y | +13.1% | +4.1% | +8.9% | +4.2% |
| 3Y | +87.0% | +27.8% | +59.2% | +15.7% |
| All | +77.4% | +21.5% | +55.9% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling