+50.7%
USHY vs ARWR
+2,202.4%
-2,151.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | +0.1% | -0.7% | +0.7% | +0.1% |
| 3M | +0.8% | +14.9% | -14.1% | +0.1% |
| 6M | +1.7% | +32.6% | -30.9% | +0.3% |
| YTD | +2.5% | +30.0% | -27.6% | +1.0% |
| 1Y | +4.4% | +208.4% | -204.0% | -1.2% |
| 3Y | +27.4% | +208.8% | -181.4% | +18.1% |
| 5Y | +21.7% | +27.8% | -6.1% | +15.1% |
| All | +50.7% | +2,202.4% | -2,151.7% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling