+210.4%
URI vs USHY
+21.9%
+188.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -12.5% | 0.0% | -12.5% | -12.5% |
| 3M | -6.2% | +1.2% | -7.3% | -8.9% |
| 6M | +25.9% | +2.6% | +23.3% | +17.8% |
| YTD | +26.2% | +2.4% | +23.7% | +18.7% |
| 1Y | +5.5% | +4.2% | +1.3% | -5.0% |
| 3Y | +125.0% | +28.0% | +96.9% | +26.8% |
| 5Y | +210.4% | +21.8% | +188.6% | +129.3% |
| All | +210.4% | +21.9% | +188.5% | +129.3% |
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