+49.7%
USHY vs BG
+131.8%
-82.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.7% | +3.7% | -4.5% | -1.1% |
| 30D | -0.5% | +12.3% | -12.9% | -1.6% |
| 3M | +0.5% | -2.2% | +2.7% | +0.6% |
| 6M | +1.5% | +5.3% | -3.8% | +0.7% |
| YTD | +1.7% | +42.4% | -40.7% | -2.0% |
| 1Y | +3.5% | +55.2% | -51.6% | -1.3% |
| 3Y | +27.2% | +21.0% | +6.2% | +23.5% |
| 5Y | +21.0% | +87.1% | -66.2% | +10.0% |
| All | +49.7% | +131.8% | -82.1% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling