+21.8%
USHY vs ACGL
+158.6%
-136.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | 0.0% | -2.9% | +3.0% | +0.3% |
| 30D | 0.0% | -2.8% | +2.8% | +0.2% |
| 3M | +1.2% | +6.8% | -5.7% | +0.5% |
| 6M | +2.6% | -1.5% | +4.2% | +2.6% |
| YTD | +2.4% | -0.2% | +2.7% | +2.3% |
| 1Y | +4.2% | +5.3% | -1.1% | +3.5% |
| 3Y | +28.0% | +30.3% | -2.3% | +23.4% |
| 5Y | +21.8% | +151.8% | -130.0% | +6.5% |
| All | +21.8% | +158.6% | -136.8% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling