+25.3%
USHY vs ALC
+4.4%
+20.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.3% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +0.6% | +16.0% | -15.5% | -0.6% |
| 3M | -2.0% | +0.8% | -2.8% | -2.1% |
| 6M | -0.5% | +16.8% | -17.4% | -1.9% |
| YTD | +0.6% | -5.5% | +6.1% | +0.9% |
| 1Y | +2.1% | -5.3% | +7.4% | +2.4% |
| 3Y | +25.3% | +4.1% | +21.2% | +23.5% |
| All | +25.3% | +4.4% | +20.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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