+50.7%
USHY vs ALM
+1,670.7%
-1,620.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.1% | -2.6% | +2.5% | -0.1% |
| 30D | +0.1% | +32.0% | -31.9% | -0.2% |
| 3M | +0.8% | -15.0% | +15.9% | +0.9% |
| 6M | +1.7% | -10.1% | +11.9% | +1.6% |
| YTD | +2.5% | +99.4% | -97.0% | +1.5% |
| 1Y | +4.4% | +316.4% | -311.9% | +2.6% |
| 3Y | +27.4% | +2,022.0% | -1,994.6% | +22.6% |
| 5Y | +21.7% | +941.2% | -919.4% | +17.5% |
| All | +50.7% | +1,670.7% | -1,620.0% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling