+64.3%
VZ vs USHY
+50.4%
+13.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.0% | -0.1% | -0.8% | -0.9% |
| 30D | +5.8% | 0.0% | +5.8% | +5.8% |
| 3M | +10.5% | +0.8% | +9.7% | +9.8% |
| 6M | +1.8% | +1.9% | -0.1% | +0.4% |
| YTD | +28.3% | +2.3% | +26.0% | +26.2% |
| 1Y | +22.0% | +4.1% | +17.8% | +18.4% |
| 3Y | +81.8% | +27.8% | +54.1% | +51.7% |
| 5Y | +25.3% | +21.5% | +3.8% | +8.8% |
| All | +64.3% | +50.4% | +13.9% | +22.0% |
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