+28.0%
USHY vs ALLY
+69.8%
-41.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | 0.0% | -3.3% | +3.3% | +0.2% |
| 3M | +1.2% | +0.5% | +0.7% | +1.0% |
| 6M | +2.6% | +12.6% | -10.0% | +1.5% |
| YTD | +2.4% | -4.7% | +7.1% | +2.6% |
| 1Y | +4.2% | +5.2% | -1.0% | +3.4% |
| 3Y | +28.0% | +66.5% | -38.5% | +21.2% |
| All | +28.0% | +69.8% | -41.8% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling