+47.7%
XLE vs USHY
+1.9%
+45.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +0.8% |
| 7D | +5.4% | -0.4% | +5.8% | +4.6% |
| 30D | -3.9% | +0.6% | -4.5% | -2.9% |
| 3M | +7.0% | -2.0% | +9.0% | +3.6% |
| 6M | +14.2% | -0.5% | +14.7% | +13.4% |
| YTD | +48.2% | +0.6% | +47.6% | +48.2% |
| 1Y | +47.7% | +2.1% | +45.6% | +44.8% |
| All | +47.7% | +1.9% | +45.8% | +44.8% |
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