+151.3%
XYZ vs USHY
+47.9%
+103.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | -0.4% |
| 7D | -2.2% | -0.2% | -2.0% | -1.2% |
| 30D | +11.6% | -0.1% | +11.7% | +12.4% |
| 3M | +8.4% | -1.7% | +10.1% | +16.3% |
| 6M | +17.2% | -0.6% | +17.8% | +21.2% |
| YTD | +31.7% | +0.5% | +31.1% | +31.0% |
| 1Y | +30.1% | +1.4% | +28.6% | +25.3% |
| 3Y | +66.4% | +25.1% | +41.4% | -22.3% |
| 5Y | -62.2% | +19.7% | -81.8% | -76.7% |
| All | +151.3% | +47.9% | +103.4% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling