+50.7%
USHY vs ALLE
+116.7%
-66.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +0.1% | -6.8% | +6.9% | +1.2% |
| 3M | +0.8% | +21.0% | -20.2% | -2.5% |
| 6M | +1.7% | +1.1% | +0.6% | +1.2% |
| YTD | +2.5% | -0.5% | +3.0% | +2.0% |
| 1Y | +4.4% | -7.3% | +11.7% | +5.1% |
| 3Y | +27.4% | +42.3% | -14.9% | +17.7% |
| 5Y | +21.7% | +13.5% | +8.3% | +15.4% |
| All | +50.7% | +116.7% | -66.0% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling