+227.7%
XLE vs USHY
+21.5%
+206.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +0.3% | -0.1% | +0.5% | +0.5% |
| 30D | +8.5% | 0.0% | +8.6% | +8.6% |
| 3M | +14.6% | +0.8% | +13.8% | +13.5% |
| 6M | +17.6% | +1.9% | +15.6% | +14.8% |
| YTD | +48.1% | +2.3% | +45.8% | +44.1% |
| 1Y | +53.8% | +4.1% | +49.6% | +46.6% |
| 3Y | +56.2% | +27.8% | +28.4% | +22.0% |
| 5Y | +227.7% | +21.5% | +206.2% | +181.8% |
| All | +227.7% | +21.5% | +206.2% | +181.8% |
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 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