+181.2%
XLE vs USHY
+48.0%
+133.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | +5.4% | -0.4% | +5.8% | +6.2% |
| 30D | -3.9% | +0.6% | -4.5% | -5.1% |
| 3M | +7.0% | -2.0% | +9.0% | +10.7% |
| 6M | +14.2% | -0.5% | +14.7% | +14.7% |
| YTD | +48.2% | +0.6% | +47.6% | +45.3% |
| 1Y | +47.7% | +2.1% | +45.6% | +40.8% |
| 3Y | +70.0% | +25.3% | +44.7% | +11.8% |
| 5Y | +169.1% | +19.7% | +149.4% | +97.2% |
| All | +181.2% | +48.0% | +133.2% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling