+49.9%
XLE vs USHY
+1.9%
+48.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -3.7% |
| 7D | -7.2% | -0.2% | -7.0% | -7.4% |
| 30D | +0.1% | +0.7% | -0.6% | +1.4% |
| 3M | +9.2% | -2.2% | +11.4% | +5.7% |
| 6M | +8.4% | -0.9% | +9.2% | +7.1% |
| YTD | +44.9% | +0.2% | +44.7% | +44.0% |
| 1Y | +49.9% | +1.7% | +48.1% | +46.5% |
| All | +49.9% | +1.9% | +48.0% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling