+4.1%
USHY vs ALLY
+4.3%
-0.1%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -0.1% | -1.9% | +1.8% | 0.0% |
| 30D | 0.0% | -4.5% | +4.4% | +0.2% |
| 3M | +0.8% | -2.8% | +3.7% | +1.0% |
| 6M | +1.9% | +10.3% | -8.4% | +1.1% |
| YTD | +2.3% | -5.7% | +7.9% | +2.2% |
| 1Y | +4.1% | +3.9% | +0.2% | +3.3% |
| All | +4.1% | +4.3% | -0.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling