+21.5%
USHY vs ALC
-17.4%
+38.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.1% | -5.3% | +5.1% | +0.6% |
| 30D | 0.0% | -7.1% | +7.0% | +0.9% |
| 3M | +0.8% | +0.8% | +0.1% | +0.6% |
| 6M | +1.9% | -16.0% | +17.9% | +4.2% |
| YTD | +2.3% | -12.7% | +15.0% | +3.8% |
| 1Y | +4.1% | -12.8% | +17.0% | +5.6% |
| 3Y | +27.8% | -15.8% | +43.6% | +28.6% |
| 5Y | +21.5% | -16.7% | +38.2% | +19.2% |
| All | +21.5% | -17.4% | +38.9% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling