+26.0%
USHY vs ALLE
+93.1%
-67.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +0.2% | +26.6% | -26.4% | -1.7% |
| 3M | -1.7% | +13.2% | -14.8% | -2.6% |
| 6M | -0.6% | +42.9% | -43.5% | -3.7% |
| YTD | +0.8% | +21.0% | -20.3% | -1.0% |
| 1Y | +2.1% | +15.2% | -13.0% | +0.8% |
| 3Y | +26.0% | +95.6% | -69.6% | +17.6% |
| All | +26.0% | +93.1% | -67.1% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling