+20.7%
USHY vs CHD
+20.9%
-0.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -4.5% | +3.8% | -0.4% |
| 30D | -0.7% | -6.7% | +6.0% | -0.3% |
| 3M | +0.1% | -2.7% | +2.8% | +0.2% |
| 6M | +1.8% | -4.9% | +6.7% | +2.0% |
| YTD | +1.8% | +13.3% | -11.6% | +0.8% |
| 1Y | +3.3% | +1.0% | +2.3% | +3.1% |
| 3Y | +27.0% | +1.3% | +25.6% | +26.2% |
| All | +20.7% | +20.9% | -0.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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