+27.6%
USHY vs ALC
-16.2%
+43.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.1% | -5.3% | +5.1% | +0.3% |
| 30D | 0.0% | -7.1% | +7.0% | +0.5% |
| 3M | +0.8% | +0.8% | +0.1% | +0.7% |
| 6M | +1.9% | -16.0% | +17.9% | +3.4% |
| YTD | +2.3% | -12.7% | +15.0% | +3.3% |
| 1Y | +4.1% | -12.8% | +17.0% | +5.1% |
| All | +27.6% | -16.2% | +43.8% | +29.6% |
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