+148.0%
XYZ vs USHY
+48.0%
+100.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.2% |
| 7D | -1.1% | -0.4% | -0.6% | +0.6% |
| 30D | +11.5% | +0.6% | +10.9% | +9.6% |
| 3M | +1.8% | -2.0% | +3.8% | +10.5% |
| 6M | +21.2% | -0.5% | +21.7% | +25.0% |
| YTD | +29.9% | +0.6% | +29.3% | +29.1% |
| 1Y | +35.8% | +2.1% | +33.6% | +27.6% |
| 3Y | +62.6% | +25.3% | +37.3% | -24.5% |
| 5Y | -62.8% | +19.7% | -82.5% | -77.1% |
| All | +148.0% | +48.0% | +100.0% | -17.7% |
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