+53.3%
VZ vs USHY
+47.8%
+5.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | +1.4% | 0.0% | +1.3% | +1.3% |
| 3M | -1.3% | -1.8% | +0.5% | -0.1% |
| 6M | -0.5% | -1.0% | +0.5% | +0.1% |
| YTD | +19.6% | +0.5% | +19.2% | +19.1% |
| 1Y | +22.4% | +1.9% | +20.5% | +20.6% |
| 3Y | +55.9% | +24.9% | +31.0% | +32.1% |
| 5Y | +20.4% | +18.8% | +1.6% | +6.1% |
| All | +53.3% | +47.8% | +5.5% | +15.2% |
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