-14.2%
XYL vs USHY
+20.9%
-35.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | +1.2% | -0.7% | +1.9% | +2.6% |
| 30D | -11.9% | -0.7% | -11.3% | -10.7% |
| 3M | -1.5% | +0.1% | -1.6% | -1.6% |
| 6M | -11.9% | +1.8% | -13.7% | -14.8% |
| YTD | -20.6% | +1.8% | -22.4% | -23.1% |
| 1Y | -23.5% | +3.3% | -26.8% | -28.0% |
| 3Y | +14.9% | +27.0% | -12.1% | -25.4% |
| All | -14.2% | +20.9% | -35.2% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling