+21.8%
USHY vs ALK
-28.9%
+50.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | 0.0% | -18.5% | +18.4% | +1.5% |
| 3M | +1.2% | -3.6% | +4.7% | +1.1% |
| 6M | +2.6% | -3.7% | +6.3% | +2.2% |
| YTD | +2.4% | -19.0% | +21.5% | +3.3% |
| 1Y | +4.2% | -36.0% | +40.3% | +7.1% |
| 3Y | +28.0% | +2.3% | +25.7% | +22.5% |
| 5Y | +21.8% | -27.8% | +49.5% | +18.7% |
| All | +21.8% | -28.9% | +50.7% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling