+26.0%
USHY vs ABCL
+196.9%
-171.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | +0.2% |
| 7D | +0.8% | +12.4% | -11.6% | +0.5% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | -1.7% | +80.4% | -82.0% | -3.1% |
| 6M | -0.6% | +138.5% | -139.2% | -3.0% |
| YTD | +0.8% | +265.5% | -264.7% | -2.9% |
| 1Y | +2.1% | +219.7% | -217.6% | -1.3% |
| 3Y | +26.0% | +209.4% | -183.5% | +20.3% |
| All | +26.0% | +196.9% | -171.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling