+20.7%
USHY vs BR
+8.0%
+12.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +0.1% | +17.3% | -17.2% | -2.4% |
| 6M | +1.8% | -6.7% | +8.5% | +2.7% |
| YTD | +1.8% | -23.4% | +25.2% | +6.1% |
| 1Y | +3.3% | -32.7% | +36.0% | +10.2% |
| 3Y | +27.0% | -5.9% | +32.9% | +25.6% |
| All | +20.7% | +8.0% | +12.6% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling