+49.7%
USHY vs COO
-8.7%
+58.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.7% | +14.2% | +1.4% |
| 7D | -0.7% | -23.3% | +22.6% | +2.6% |
| 30D | -0.5% | -29.5% | +28.9% | +3.9% |
| 3M | +0.5% | -20.0% | +20.5% | +3.2% |
| 6M | +1.5% | -27.2% | +28.7% | +5.4% |
| YTD | +1.7% | -33.9% | +35.7% | +7.0% |
| 1Y | +3.5% | -19.9% | +23.5% | +5.8% |
| 3Y | +27.2% | -38.1% | +65.2% | +32.9% |
| 5Y | +21.0% | -52.0% | +73.0% | +29.7% |
| All | +49.7% | -8.7% | +58.4% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling