+48.7%
USHY vs ALK
-37.7%
+86.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.2% |
| 7D | -0.2% | +2.6% | -2.8% | -0.5% |
| 30D | +0.5% | +7.8% | -7.3% | -0.3% |
| 3M | -1.2% | -15.2% | +14.1% | 0.0% |
| 6M | -0.1% | +5.0% | -5.1% | -1.1% |
| YTD | +1.1% | -18.4% | +19.5% | +1.8% |
| 1Y | +2.0% | -2.4% | +4.4% | +0.9% |
| 3Y | +25.8% | +19.8% | +6.0% | +19.1% |
| 5Y | +20.4% | -27.8% | +48.1% | +18.6% |
| All | +48.7% | -37.7% | +86.4% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling