+110.3%
XLB vs USHY
+48.0%
+62.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | +0.5% | -0.4% | +1.0% | +1.3% |
| 30D | +5.2% | +0.6% | +4.6% | +4.1% |
| 3M | +0.3% | -2.0% | +2.3% | +4.0% |
| 6M | +1.2% | -0.5% | +1.7% | +2.3% |
| YTD | +16.6% | +0.6% | +16.0% | +15.7% |
| 1Y | +21.4% | +2.1% | +19.3% | +17.3% |
| 3Y | +43.2% | +25.3% | +17.9% | -1.9% |
| 5Y | +28.0% | +19.7% | +8.3% | -3.4% |
| All | +110.3% | +48.0% | +62.3% | +14.2% |
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 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