+54.4%
W vs USHY
+49.7%
+4.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | -0.9% | -0.7% | -0.2% | +2.1% |
| 30D | -4.2% | -0.7% | -3.6% | -1.3% |
| 3M | +26.9% | +0.1% | +26.8% | +27.8% |
| 6M | +31.2% | +1.8% | +29.5% | +25.1% |
| YTD | -1.8% | +1.8% | -3.6% | -6.1% |
| 1Y | +9.3% | +3.3% | +6.0% | -1.4% |
| 3Y | +33.2% | +27.0% | +6.2% | -40.1% |
| 5Y | -62.4% | +21.0% | -83.4% | -77.3% |
| All | +54.4% | +49.7% | +4.7% | -51.4% |
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