+642.7%
URI vs USHY
+50.7%
+592.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | -2.0% | -0.1% | -1.9% | -1.6% |
| 30D | -12.9% | +0.1% | -13.0% | -13.1% |
| 3M | -6.7% | +0.8% | -7.6% | -8.7% |
| 6M | +19.0% | +1.7% | +17.3% | +13.8% |
| YTD | +25.5% | +2.5% | +23.1% | +17.8% |
| 1Y | +5.5% | +4.4% | +1.1% | -5.6% |
| 3Y | +111.3% | +27.4% | +83.9% | +16.0% |
| 5Y | +198.6% | +21.7% | +176.8% | +92.3% |
| All | +642.7% | +50.7% | +592.0% | +194.0% |
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