+48.2%
USHY vs CAPR
-56.8%
+105.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.3% | -0.4% |
| 7D | -0.3% | +19.1% | -19.4% | -0.4% |
| 30D | +0.3% | +48.8% | -48.6% | +0.1% |
| 3M | -1.7% | +144.4% | -146.1% | -2.2% |
| 6M | -0.4% | -67.5% | +67.1% | -0.3% |
| YTD | +0.7% | -64.5% | +65.2% | +0.8% |
| 1Y | +1.8% | +74.4% | -72.7% | 0.0% |
| 3Y | +25.3% | +265.7% | -240.4% | +21.0% |
| 5Y | +19.9% | +196.0% | -176.1% | +15.4% |
| All | +48.2% | -56.8% | +105.0% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling