+132.8%
XYZ vs USHY
+50.4%
+82.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.2% |
| 30D | +0.5% | 0.0% | +0.6% | +0.8% |
| 3M | +16.3% | +0.8% | +15.4% | +13.1% |
| 6M | +21.1% | +1.9% | +19.2% | +14.0% |
| YTD | +22.0% | +2.3% | +19.7% | +13.4% |
| 1Y | +5.2% | +4.1% | +1.0% | -8.4% |
| 3Y | +49.6% | +27.8% | +21.8% | -35.3% |
| 5Y | -68.4% | +21.5% | -89.9% | -81.7% |
| All | +132.8% | +50.4% | +82.4% | -27.7% |
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