+127.9%
UAL vs USHY
+19.2%
+108.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +5.9% |
| 7D | +10.2% | +0.8% | +9.4% | +7.9% |
| 30D | +12.0% | +0.2% | +11.8% | +11.6% |
| 3M | -7.1% | -1.7% | -5.4% | -2.0% |
| 6M | +20.9% | -0.6% | +21.5% | +24.5% |
| YTD | +7.7% | +0.8% | +6.9% | +7.5% |
| 1Y | +23.6% | +2.1% | +21.5% | +19.2% |
| 3Y | +222.6% | +26.0% | +196.6% | +94.5% |
| 5Y | +127.9% | +19.2% | +108.7% | +90.3% |
| All | +127.9% | +19.2% | +108.7% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling