+178.5%
XLE vs USHY
+48.2%
+130.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.2% |
| 7D | +4.4% | -0.3% | +4.7% | +4.9% |
| 30D | -4.3% | +0.3% | -4.6% | -4.9% |
| 3M | +6.0% | -1.7% | +7.7% | +9.1% |
| 6M | +13.2% | -0.4% | +13.6% | +13.5% |
| YTD | +46.7% | +0.7% | +46.0% | +43.6% |
| 1Y | +46.6% | +1.8% | +44.8% | +40.7% |
| 3Y | +69.6% | +25.3% | +44.3% | +11.6% |
| 5Y | +166.5% | +19.9% | +146.7% | +94.9% |
| All | +178.5% | +48.2% | +130.3% | +46.1% |
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