+26.1%
USHY vs ABCL
-79.6%
+105.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.4% |
| 7D | +0.3% | +2.3% | -2.0% | +0.2% |
| 30D | -0.1% | -0.7% | +0.5% | -0.2% |
| 3M | -1.9% | +33.4% | -35.3% | -2.9% |
| 6M | -1.0% | +137.8% | -138.8% | -4.2% |
| YTD | +0.4% | +264.3% | -263.9% | -4.4% |
| 1Y | +1.4% | +209.2% | -207.7% | -3.0% |
| 3Y | +24.9% | +208.4% | -183.5% | +17.6% |
| 5Y | +19.3% | -11.9% | +31.2% | +15.3% |
| All | +26.1% | -79.6% | +105.6% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling