+142.6%
XYZ vs USHY
+50.7%
+91.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | -1.0% | -0.1% | -0.8% | -0.4% |
| 30D | -1.7% | +0.1% | -1.8% | -1.9% |
| 3M | +16.7% | +0.8% | +15.9% | +13.7% |
| 6M | +26.9% | +1.7% | +25.1% | +20.0% |
| YTD | +27.1% | +2.5% | +24.7% | +17.2% |
| 1Y | +9.3% | +4.4% | +4.9% | -5.7% |
| 3Y | +42.3% | +27.4% | +14.9% | -37.8% |
| 5Y | -69.3% | +21.7% | -91.1% | -82.3% |
| All | +142.6% | +50.7% | +91.9% | -25.2% |
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