+21.5%
USHY vs CAPR
+76.3%
-54.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | -0.1% | -12.6% | +12.5% | -0.1% |
| 30D | 0.0% | +124.4% | -124.5% | -0.3% |
| 3M | +0.8% | -66.8% | +67.6% | +1.0% |
| 6M | +1.9% | -71.8% | +73.7% | +2.1% |
| YTD | +2.3% | -70.1% | +72.3% | +2.4% |
| 1Y | +4.1% | +33.3% | -29.2% | +3.1% |
| 3Y | +27.8% | +36.7% | -8.9% | +23.5% |
| 5Y | +21.5% | +72.5% | -51.0% | +14.4% |
| All | +21.5% | +76.3% | -54.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling