+48.0%
USHY vs ACGL
+242.5%
-194.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -0.4% | +2.2% | -2.6% | -0.7% |
| 30D | +0.6% | +12.3% | -11.7% | -1.0% |
| 3M | -2.0% | +11.8% | -13.8% | -3.6% |
| 6M | -0.5% | +17.5% | -18.0% | -2.9% |
| YTD | +0.6% | +14.3% | -13.7% | -1.5% |
| 1Y | +2.1% | +18.2% | -16.0% | -0.5% |
| 3Y | +25.3% | +33.2% | -7.8% | +18.7% |
| 5Y | +19.7% | +174.3% | -154.6% | -1.0% |
| All | +48.0% | +242.5% | -194.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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