+49.7%
USHY vs ALM
+1,569.9%
-1,520.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.1% | -0.4% |
| 7D | -0.7% | -7.1% | +6.4% | -0.7% |
| 30D | -0.5% | +24.7% | -25.2% | -0.8% |
| 3M | +0.5% | +8.3% | -7.8% | +0.3% |
| 6M | +1.5% | -22.2% | +23.7% | +1.5% |
| YTD | +1.7% | +88.1% | -86.3% | +0.9% |
| 1Y | +3.5% | +272.4% | -268.8% | +1.9% |
| 3Y | +27.2% | +2,004.1% | -1,977.0% | +22.4% |
| 5Y | +21.0% | +915.8% | -894.8% | +16.8% |
| All | +49.7% | +1,569.9% | -1,520.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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