+155.1%
XRT vs USHY
+48.0%
+107.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.7% |
| 7D | +1.7% | -0.4% | +2.2% | +2.6% |
| 30D | +7.5% | +0.6% | +6.9% | +6.3% |
| 3M | +2.2% | -2.0% | +4.2% | +6.7% |
| 6M | +14.7% | -0.5% | +15.2% | +16.2% |
| YTD | +7.5% | +0.6% | +6.9% | +6.6% |
| 1Y | +14.1% | +2.1% | +12.0% | +9.9% |
| 3Y | +58.8% | +25.3% | +33.5% | +3.6% |
| 5Y | -3.9% | +19.7% | -23.6% | -30.2% |
| All | +155.1% | +48.0% | +107.2% | +31.5% |
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 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