+55.8%
W vs USHY
+50.7%
+5.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -4.2% | -0.1% | -4.0% | -3.6% |
| 30D | -7.6% | +0.1% | -7.7% | -7.8% |
| 3M | +37.2% | +0.8% | +36.3% | +34.2% |
| 6M | +26.3% | +1.7% | +24.6% | +20.5% |
| YTD | -1.0% | +2.5% | -3.5% | -8.0% |
| 1Y | +20.1% | +4.4% | +15.7% | +3.6% |
| 3Y | +37.8% | +27.4% | +10.4% | -39.0% |
| 5Y | -63.7% | +21.7% | -85.4% | -78.6% |
| All | +55.8% | +50.7% | +5.0% | -52.4% |
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 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