+25.6%
USHY vs ALHC
-33.0%
+58.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -0.7% | -5.8% | +5.1% | -0.6% |
| 30D | -0.5% | -3.3% | +2.8% | -0.5% |
| 3M | +0.5% | -37.9% | +38.5% | +1.4% |
| 6M | +1.5% | -29.5% | +31.0% | +1.9% |
| YTD | +1.7% | -35.4% | +37.1% | +2.3% |
| 1Y | +3.5% | -22.4% | +26.0% | +3.7% |
| 3Y | +27.2% | +146.3% | -119.2% | +21.5% |
| 5Y | +21.0% | -32.0% | +53.0% | +18.3% |
| All | +25.6% | -33.0% | +58.6% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling