+48.0%
USHY vs CAPR
-59.8%
+107.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.1% |
| 7D | -0.4% | +5.9% | -6.3% | -0.5% |
| 30D | +0.6% | +44.6% | -44.0% | +0.4% |
| 3M | -2.0% | +126.4% | -128.4% | -2.5% |
| 6M | -0.5% | -68.6% | +68.0% | -0.4% |
| YTD | +0.6% | -67.0% | +67.6% | +0.7% |
| 1Y | +2.1% | +65.2% | -63.0% | +0.4% |
| 3Y | +25.3% | +235.6% | -210.3% | +21.1% |
| 5Y | +19.7% | +175.4% | -155.7% | +15.3% |
| All | +48.0% | -59.8% | +107.8% | +38.1% |
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