+170.4%
XLY vs USHY
+49.7%
+120.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -1.7% | -0.7% | -1.0% | -0.3% |
| 30D | -4.2% | -0.7% | -3.5% | -2.9% |
| 3M | -2.7% | +0.1% | -2.7% | -2.7% |
| 6M | -0.6% | +1.8% | -2.4% | -3.7% |
| YTD | -5.0% | +1.8% | -6.8% | -7.9% |
| 1Y | -4.1% | +3.3% | -7.4% | -9.6% |
| 3Y | +33.6% | +27.0% | +6.6% | -13.7% |
| 5Y | +28.7% | +21.0% | +7.7% | -7.4% |
| All | +170.4% | +49.7% | +120.7% | +39.5% |
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