+7.4%
USHY vs ADVB
-97.5%
+105.0%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | -0.3% | -13.9% | +13.7% | -0.2% |
| 30D | 0.0% | -68.1% | +68.1% | +0.2% |
| 3M | -1.8% | -73.4% | +71.6% | -1.7% |
| 6M | -1.0% | -70.8% | +69.8% | -1.1% |
| YTD | +0.5% | -66.1% | +66.6% | +0.2% |
| 1Y | +1.9% | -77.5% | +79.4% | +1.8% |
| All | +7.4% | -97.5% | +105.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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