+43.1%
USHY vs ALC
+24.0%
+19.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -0.1% | -2.1% | +2.0% | +0.2% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +0.8% | +5.9% | -5.1% | -0.2% |
| 6M | +1.7% | -15.9% | +17.7% | +4.3% |
| YTD | +2.5% | -10.1% | +12.6% | +3.7% |
| 1Y | +4.4% | -10.2% | +14.6% | +5.6% |
| 3Y | +27.4% | -13.6% | +40.9% | +27.9% |
| 5Y | +21.7% | -15.1% | +36.9% | +20.9% |
| All | +43.1% | +24.0% | +19.0% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling