+49.7%
USHY vs BG
+127.7%
-78.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -0.7% | +3.1% | -3.8% | -1.0% |
| 30D | -0.7% | +10.2% | -10.9% | -1.6% |
| 3M | +0.1% | -1.7% | +1.7% | +0.1% |
| 6M | +1.8% | +1.0% | +0.8% | +1.4% |
| YTD | +1.8% | +39.9% | -38.1% | -1.9% |
| 1Y | +3.3% | +53.2% | -49.9% | -1.5% |
| 3Y | +27.0% | +16.3% | +10.7% | +23.9% |
| 5Y | +21.0% | +83.9% | -62.8% | +10.3% |
| All | +49.7% | +127.7% | -78.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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