+28.0%
USHY vs AMBA
+3.8%
+24.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -0.1% | -11.0% | +10.8% | +0.3% |
| 30D | +0.1% | -23.2% | +23.3% | +0.9% |
| 3M | +0.8% | -12.7% | +13.5% | +0.9% |
| 6M | +1.7% | +11.2% | -9.5% | +0.4% |
| YTD | +2.5% | -11.2% | +13.7% | +1.9% |
| 1Y | +4.4% | -22.5% | +26.9% | +4.1% |
| All | +28.0% | +3.8% | +24.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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