+1.3%
USHY vs CGNX
+19.2%
-17.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.5% | +10.2% | -0.1% |
| 7D | -0.5% | -19.5% | +18.9% | -0.1% |
| 30D | -0.1% | -28.4% | +28.4% | +0.6% |
| 3M | -2.5% | -32.7% | +30.3% | -1.8% |
| 6M | -1.3% | -19.0% | +17.7% | -1.1% |
| YTD | -0.2% | +32.6% | -32.7% | -1.0% |
| 1Y | +1.3% | +18.0% | -16.7% | +1.0% |
| All | +1.3% | +19.2% | -17.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling