+115.0%
UMC vs USHY
+1.9%
+113.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -4.6% |
| 7D | -14.7% | -0.2% | -14.5% | -13.9% |
| 30D | -32.9% | +0.7% | -33.5% | -34.4% |
| 3M | -22.2% | -2.2% | -19.9% | -14.2% |
| 6M | +25.9% | -0.9% | +26.8% | +33.4% |
| YTD | +107.9% | +0.2% | +107.8% | +115.0% |
| 1Y | +115.0% | +1.7% | +113.3% | +112.2% |
| All | +115.0% | +1.9% | +113.2% | +112.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling