+54.5%
VZ vs USHY
+48.2%
+6.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +2.2% | +0.8% | +1.5% | +1.7% |
| 30D | +10.6% | +0.2% | +10.4% | +10.4% |
| 3M | -0.6% | -1.7% | +1.0% | +0.5% |
| 6M | +0.7% | -0.6% | +1.4% | +1.1% |
| YTD | +20.6% | +0.8% | +19.8% | +19.8% |
| 1Y | +22.7% | +2.1% | +20.6% | +20.7% |
| 3Y | +57.2% | +26.0% | +31.3% | +32.4% |
| 5Y | +21.4% | +19.2% | +2.2% | +6.8% |
| All | +54.5% | +48.2% | +6.3% | +15.9% |
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