+48.0%
USHY vs ACM
+114.1%
-66.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.4% | +5.6% | -6.1% | -1.2% |
| 30D | +0.6% | +20.8% | -20.2% | -2.0% |
| 3M | -2.0% | +11.4% | -13.4% | -3.6% |
| 6M | -0.5% | +0.9% | -1.5% | -1.1% |
| YTD | +0.6% | -24.8% | +25.4% | +3.9% |
| 1Y | +2.1% | -46.4% | +48.6% | +10.9% |
| 3Y | +25.3% | -9.2% | +34.5% | +24.0% |
| 5Y | +19.7% | +5.0% | +14.8% | +14.8% |
| All | +48.0% | +114.1% | -66.1% | +22.1% |
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