+47.7%
USHY vs ALLE
+162.3%
-114.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -0.1% | +25.9% | -26.1% | -3.8% |
| 3M | -1.9% | +14.9% | -16.7% | -4.1% |
| 6M | -1.0% | +42.1% | -43.1% | -6.8% |
| YTD | +0.4% | +20.4% | -20.0% | -3.1% |
| 1Y | +1.4% | +14.9% | -13.4% | -1.4% |
| 3Y | +24.9% | +90.1% | -65.2% | +9.9% |
| 5Y | +19.3% | +53.0% | -33.7% | +7.6% |
| All | +47.7% | +162.3% | -114.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling