+28.0%
USHY vs CAPR
+42.0%
-14.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | 0.0% | -9.5% | +9.5% | 0.0% |
| 30D | 0.0% | +121.5% | -121.5% | -0.2% |
| 3M | +1.2% | -65.4% | +66.5% | +1.2% |
| 6M | +2.6% | -67.5% | +70.1% | +2.7% |
| YTD | +2.4% | -68.6% | +71.1% | +2.5% |
| 1Y | +4.2% | +42.7% | -38.4% | +3.7% |
| 3Y | +28.0% | +43.4% | -15.3% | +25.5% |
| All | +28.0% | +42.0% | -14.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling