+70.3%
XLI vs USHY
+27.0%
+43.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -1.7% | -0.7% | -1.0% | -0.1% |
| 30D | -7.3% | -0.7% | -6.6% | -5.8% |
| 3M | -1.3% | +0.1% | -1.4% | -1.4% |
| 6M | +2.2% | +1.8% | +0.5% | -1.5% |
| YTD | +11.7% | +1.8% | +9.9% | +7.7% |
| 1Y | +14.3% | +3.3% | +11.0% | +6.7% |
| 3Y | +70.3% | +27.0% | +43.4% | +14.5% |
| All | +70.3% | +27.0% | +43.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling