+49.7%
USHY vs ALK
-39.1%
+88.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -0.5% | -17.1% | +16.6% | +1.0% |
| 3M | +0.5% | -3.8% | +4.3% | +0.6% |
| 6M | +1.5% | -5.3% | +6.8% | +1.3% |
| YTD | +1.7% | -20.3% | +22.0% | +2.8% |
| 1Y | +3.5% | -36.0% | +39.5% | +6.5% |
| 3Y | +27.2% | +0.8% | +26.4% | +22.7% |
| 5Y | +21.0% | -28.5% | +49.5% | +19.4% |
| All | +49.7% | -39.1% | +88.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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