+40.7%
XLC vs USHY
+19.5%
+21.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +3.7% | -0.4% | +4.1% | +4.5% |
| 30D | -1.9% | +0.6% | -2.5% | -3.0% |
| 3M | -3.1% | -2.0% | -1.1% | +0.6% |
| 6M | -6.4% | -0.5% | -5.8% | -5.3% |
| YTD | -6.8% | +0.6% | -7.4% | -7.7% |
| 1Y | -1.7% | +2.1% | -3.8% | -5.3% |
| 3Y | +64.7% | +25.3% | +39.4% | +10.9% |
| All | +40.7% | +19.5% | +21.2% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling