+562.4%
XLK vs USHY
+49.7%
+512.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.4% |
| 7D | -0.4% | -0.7% | +0.3% | +1.2% |
| 30D | -0.5% | -0.5% | +0.1% | +0.7% |
| 3M | +5.0% | +0.5% | +4.5% | +4.0% |
| 6M | +32.9% | +1.5% | +31.3% | +29.4% |
| YTD | +29.0% | +1.7% | +27.2% | +25.1% |
| 1Y | +37.8% | +3.5% | +34.3% | +29.1% |
| 3Y | +118.7% | +27.2% | +91.5% | +37.9% |
| 5Y | +145.6% | +21.0% | +124.6% | +75.3% |
| All | +562.4% | +49.7% | +512.7% | +229.3% |
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