+159.6%
XYZ vs USHY
+48.2%
+111.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +2.4% |
| 7D | +14.9% | +0.8% | +14.1% | +12.0% |
| 30D | +14.7% | +0.2% | +14.4% | +14.1% |
| 3M | +12.1% | -1.7% | +13.8% | +20.0% |
| 6M | +18.3% | -0.6% | +19.0% | +22.3% |
| YTD | +36.1% | +0.8% | +35.3% | +34.1% |
| 1Y | +35.3% | +2.1% | +33.2% | +27.2% |
| 3Y | +73.5% | +26.0% | +47.5% | -21.1% |
| 5Y | -61.6% | +19.2% | -80.8% | -76.1% |
| All | +159.6% | +48.2% | +111.4% | -14.5% |
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