+150.9%
XLF vs USHY
+50.4%
+100.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -1.3% | 0.0% | -1.2% | -1.2% |
| 3M | +9.1% | +0.8% | +8.3% | +7.4% |
| 6M | +14.4% | +1.9% | +12.4% | +10.4% |
| YTD | +5.1% | +2.3% | +2.8% | +0.9% |
| 1Y | +8.6% | +4.1% | +4.5% | +0.8% |
| 3Y | +74.4% | +27.8% | +46.7% | +11.4% |
| 5Y | +64.4% | +21.5% | +42.9% | +18.2% |
| All | +150.9% | +50.4% | +100.5% | +25.8% |
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