+136.7%
XLV vs USHY
+49.5%
+87.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.6% |
| 7D | -2.2% | -0.8% | -1.3% | -1.1% |
| 30D | +0.2% | -0.9% | +1.2% | +1.4% |
| 3M | +9.5% | -0.1% | +9.7% | +9.7% |
| 6M | +12.9% | +2.5% | +10.4% | +9.4% |
| YTD | +9.3% | +1.6% | +7.7% | +7.1% |
| 1Y | +23.6% | +3.2% | +20.4% | +18.9% |
| 3Y | +32.4% | +26.5% | +5.8% | -1.0% |
| 5Y | +37.4% | +20.6% | +16.9% | +10.7% |
| All | +136.7% | +49.5% | +87.2% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling