+49.7%
USHY vs CAPR
-65.0%
+114.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.5% |
| 7D | -0.7% | -10.6% | +9.8% | -0.7% |
| 30D | -0.5% | +111.2% | -111.7% | -1.0% |
| 3M | +0.5% | -67.2% | +67.7% | +0.7% |
| 6M | +1.5% | -75.1% | +76.7% | +1.8% |
| YTD | +1.7% | -71.2% | +73.0% | +2.0% |
| 1Y | +3.5% | +31.1% | -27.6% | +1.9% |
| 3Y | +27.2% | +31.3% | -4.2% | +23.7% |
| 5Y | +21.0% | +69.4% | -48.4% | +16.9% |
| All | +49.7% | -65.0% | +114.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling