+49.7%
USHY vs ACM
+90.0%
-40.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -0.7% | -5.9% | +5.2% | +0.1% |
| 30D | -0.5% | -6.2% | +5.7% | +0.2% |
| 3M | +0.5% | -7.9% | +8.4% | +1.3% |
| 6M | +1.5% | -30.6% | +32.1% | +6.3% |
| YTD | +1.7% | -33.3% | +35.0% | +6.9% |
| 1Y | +3.5% | -49.2% | +52.7% | +13.1% |
| 3Y | +27.2% | -23.5% | +50.6% | +29.0% |
| 5Y | +21.0% | +0.9% | +20.0% | +16.4% |
| All | +49.7% | +90.0% | -40.3% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling