+48.0%
USHY vs ALM
+728.4%
-680.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -0.2% |
| 7D | -0.4% | +1.2% | -1.7% | -0.4% |
| 30D | +0.6% | -19.3% | +19.9% | +0.8% |
| 3M | -2.0% | -40.6% | +38.6% | -1.6% |
| 6M | -0.5% | -57.9% | +57.4% | +0.1% |
| YTD | +0.6% | -6.7% | +7.3% | +0.4% |
| 1Y | +2.1% | +20.2% | -18.0% | +1.6% |
| 3Y | +25.3% | +879.4% | -854.1% | +21.6% |
| 5Y | +19.7% | +415.3% | -395.5% | +16.4% |
| All | +48.0% | +728.4% | -680.4% | +42.4% |
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