+21.5%
USHY vs ACM
+2.7%
+18.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.1% |
| 7D | -0.1% | -3.7% | +3.5% | +0.3% |
| 30D | 0.0% | -12.7% | +12.6% | +1.4% |
| 3M | +0.8% | -9.8% | +10.6% | +1.8% |
| 6M | +1.9% | -31.4% | +33.3% | +6.3% |
| YTD | +2.3% | -32.1% | +34.3% | +6.5% |
| 1Y | +4.1% | -47.8% | +52.0% | +12.5% |
| 3Y | +27.8% | -22.1% | +49.9% | +27.7% |
| 5Y | +21.5% | +1.8% | +19.7% | +15.7% |
| All | +21.5% | +2.7% | +18.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling