+47.8%
USHY vs AMBA
+9.2%
+38.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.3% |
| 7D | -0.3% | -7.2% | +7.0% | +0.1% |
| 30D | 0.0% | -10.4% | +10.4% | +0.6% |
| 3M | -1.8% | -30.1% | +28.3% | 0.0% |
| 6M | -1.0% | -22.4% | +21.4% | -0.7% |
| YTD | +0.5% | -17.3% | +17.8% | 0.0% |
| 1Y | +1.9% | -35.4% | +37.3% | +2.8% |
| 3Y | +24.9% | +18.6% | +6.3% | +18.2% |
| 5Y | +18.8% | -69.8% | +88.6% | +19.1% |
| All | +47.8% | +9.2% | +38.6% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling