+42.0%
XLP vs USHY
+18.6%
+23.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | +10.3% | 0.0% | +10.2% | +10.2% |
| 3M | +6.5% | -1.8% | +8.3% | +8.0% |
| 6M | +8.4% | -1.0% | +9.4% | +9.2% |
| YTD | +18.2% | +0.5% | +17.7% | +17.7% |
| 1Y | +22.4% | +1.9% | +20.6% | +20.6% |
| 3Y | +41.9% | +24.9% | +17.0% | +20.1% |
| All | +42.0% | +18.6% | +23.3% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling