+144.1%
UMC vs USHY
+20.9%
+123.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -0.7% | +9.7% | +10.7% |
| 30D | +17.2% | -0.7% | +17.9% | +19.0% |
| 3M | +11.4% | +0.1% | +11.4% | +11.5% |
| 6M | +137.5% | +1.8% | +135.7% | +129.8% |
| YTD | +193.1% | +1.8% | +191.3% | +183.6% |
| 1Y | +240.3% | +3.3% | +237.0% | +219.1% |
| 3Y | +262.2% | +27.0% | +235.2% | +120.8% |
| All | +144.1% | +20.9% | +123.2% | +98.7% |
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