+50.0%
USHY vs CLBK
+65.5%
-15.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | -0.7% | -1.0% | +0.4% | -0.6% |
| 3M | +0.1% | +22.9% | -22.9% | -2.0% |
| 6M | +1.8% | +44.2% | -42.4% | -2.0% |
| YTD | +1.8% | +64.0% | -62.2% | -3.3% |
| 1Y | +3.3% | +65.7% | -62.4% | -2.1% |
| 3Y | +27.0% | +54.1% | -27.1% | +19.9% |
| 5Y | +21.0% | +44.7% | -23.7% | +12.7% |
| All | +50.0% | +65.5% | -15.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling