-24.5%
XYL vs USHY
+4.6%
-29.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | -0.1% | -4.9% | -4.7% |
| 30D | -13.2% | +0.1% | -13.3% | -13.4% |
| 3M | -3.7% | +0.8% | -4.5% | -5.9% |
| 6M | -17.7% | +1.7% | -19.4% | -20.8% |
| YTD | -21.5% | +2.5% | -24.0% | -25.9% |
| 1Y | -24.5% | +4.4% | -28.9% | -31.9% |
| All | -24.5% | +4.6% | -29.1% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling