+133.3%
XLV vs USHY
+49.7%
+83.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -2.7% |
| 30D | -1.8% | -0.7% | -1.2% | -1.0% |
| 3M | +7.8% | +0.1% | +7.7% | +7.7% |
| 6M | +9.1% | +1.8% | +7.3% | +6.7% |
| YTD | +7.7% | +1.8% | +6.0% | +5.4% |
| 1Y | +20.4% | +3.3% | +17.1% | +15.7% |
| 3Y | +30.8% | +27.0% | +3.8% | -2.6% |
| 5Y | +34.6% | +21.0% | +13.6% | +7.9% |
| All | +133.3% | +49.7% | +83.6% | +39.9% |
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