+4.4%
USHY vs ACM
-45.8%
+50.2%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -3.7% | +3.6% | 0.0% |
| 30D | +0.1% | -11.1% | +11.2% | +0.4% |
| 3M | +0.8% | -8.0% | +8.8% | +1.0% |
| 6M | +1.7% | -29.7% | +31.4% | +2.6% |
| YTD | +2.5% | -29.4% | +31.8% | +3.3% |
| 1Y | +4.4% | -46.4% | +50.8% | +5.9% |
| All | +4.4% | -45.8% | +50.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling