+1,277.5%
UMC vs USHY
+50.4%
+1,227.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.3% |
| 7D | +13.6% | -0.1% | +13.8% | +13.9% |
| 30D | +20.8% | 0.0% | +20.8% | +20.8% |
| 3M | +16.1% | +0.8% | +15.3% | +14.8% |
| 6M | +137.3% | +1.9% | +135.4% | +131.0% |
| YTD | +193.8% | +2.3% | +191.5% | +184.5% |
| 1Y | +236.1% | +4.1% | +231.9% | +216.1% |
| 3Y | +267.1% | +27.8% | +239.3% | +152.1% |
| 5Y | +145.3% | +21.5% | +123.8% | +81.5% |
| All | +1,277.5% | +50.4% | +1,227.1% | +781.3% |
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 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