+20.7%
XLK vs USHY
+1.9%
+18.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -2.6% |
| 7D | -7.6% | -0.2% | -7.4% | -6.8% |
| 30D | -12.2% | +0.7% | -12.8% | -14.2% |
| 3M | -5.5% | -2.2% | -3.2% | +3.8% |
| 6M | +9.2% | -0.9% | +10.0% | +13.9% |
| YTD | +23.0% | +0.2% | +22.9% | +24.1% |
| 1Y | +20.7% | +1.7% | +19.0% | +13.5% |
| All | +20.7% | +1.9% | +18.9% | +13.5% |
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 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