+50.7%
USHY vs CAPR
-60.3%
+111.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | +0.1% | +139.2% | -139.1% | -0.4% |
| 3M | +0.8% | -66.4% | +67.2% | +1.0% |
| 6M | +1.7% | -63.1% | +64.9% | +1.8% |
| YTD | +2.5% | -67.4% | +69.9% | +2.6% |
| 1Y | +4.4% | +58.2% | -53.8% | +2.6% |
| 3Y | +27.4% | +42.2% | -14.8% | +23.9% |
| 5Y | +21.7% | +87.3% | -65.5% | +17.6% |
| All | +50.7% | -60.3% | +111.1% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling