+50.7%
USHY vs ACM
+101.1%
-50.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -3.7% | +3.6% | +0.4% |
| 30D | +0.1% | -11.1% | +11.2% | +1.5% |
| 3M | +0.8% | -8.0% | +8.8% | +1.7% |
| 6M | +1.7% | -29.7% | +31.4% | +6.4% |
| YTD | +2.5% | -29.4% | +31.8% | +6.8% |
| 1Y | +4.4% | -46.4% | +50.8% | +13.2% |
| 3Y | +27.4% | -22.3% | +49.7% | +29.1% |
| 5Y | +21.7% | +4.5% | +17.3% | +16.6% |
| All | +50.7% | +101.1% | -50.4% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling