+99.9%
XLP vs USHY
+50.7%
+49.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +3.8% | +0.8% | +3.0% | +2.9% |
| 6M | -1.7% | +1.7% | -3.5% | -3.5% |
| YTD | +10.3% | +2.5% | +7.8% | +7.5% |
| 1Y | +7.8% | +4.4% | +3.4% | +3.1% |
| 3Y | +27.2% | +27.4% | -0.2% | -0.8% |
| 5Y | +32.5% | +21.7% | +10.8% | +9.5% |
| All | +99.9% | +50.7% | +49.1% | +31.2% |
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