+48.0%
USHY vs ARWR
+1,174.1%
-1,126.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.4% | -17.8% | +17.4% | +0.3% |
| 30D | +0.6% | -18.1% | +18.7% | +1.3% |
| 3M | -2.0% | -44.2% | +42.2% | +0.2% |
| 6M | -0.5% | -38.6% | +38.1% | +1.1% |
| YTD | +0.6% | -28.0% | +28.6% | +1.4% |
| 1Y | +2.1% | +16.1% | -14.0% | +0.6% |
| 3Y | +25.3% | +84.0% | -58.7% | +18.5% |
| 5Y | +19.7% | -35.4% | +55.1% | +16.2% |
| All | +48.0% | +1,174.1% | -1,126.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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