+712.6%
URI vs USHY
+47.7%
+664.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.1% |
| 7D | -6.0% | +0.3% | -6.3% | -6.7% |
| 30D | +4.6% | -0.1% | +4.7% | +5.1% |
| 3M | -2.7% | -1.9% | -0.8% | +2.5% |
| 6M | +18.4% | -1.0% | +19.4% | +21.8% |
| YTD | +37.4% | +0.4% | +36.9% | +36.4% |
| 1Y | +30.4% | +1.4% | +28.9% | +26.1% |
| 3Y | +147.9% | +24.9% | +123.0% | +43.1% |
| 5Y | +202.1% | +19.3% | +182.8% | +105.3% |
| All | +712.6% | +47.7% | +664.9% | +240.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling