+28.4%
USHY vs ABCL
-81.9%
+110.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | -0.1% | -2.7% | +2.6% | -0.1% |
| 30D | 0.0% | +18.3% | -18.4% | -0.6% |
| 3M | +0.8% | +108.5% | -107.6% | -1.7% |
| 6M | +1.9% | +213.9% | -212.0% | -2.2% |
| YTD | +2.3% | +223.1% | -220.8% | -2.2% |
| 1Y | +4.1% | +160.6% | -156.5% | 0.0% |
| 3Y | +27.8% | +104.3% | -76.5% | +22.1% |
| 5Y | +21.5% | -40.0% | +61.5% | +18.2% |
| All | +28.4% | -81.9% | +110.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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