+28.0%
USHY vs ACM
-19.8%
+47.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | 0.0% | -12.9% | +12.9% | +0.9% |
| 3M | +1.2% | -6.4% | +7.5% | +1.5% |
| 6M | +2.6% | -29.2% | +31.8% | +5.1% |
| YTD | +2.4% | -29.9% | +32.4% | +4.8% |
| 1Y | +4.2% | -47.3% | +51.5% | +9.5% |
| 3Y | +28.0% | -19.6% | +47.6% | +26.5% |
| All | +28.0% | -19.8% | +47.8% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling