+50.4%
USHY vs COO
+7.0%
+43.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +0.6% |
| 7D | -0.1% | -9.0% | +8.8% | +1.1% |
| 30D | 0.0% | -16.8% | +16.8% | +2.4% |
| 3M | +0.8% | -7.5% | +8.3% | +1.7% |
| 6M | +1.9% | -16.3% | +18.2% | +4.1% |
| YTD | +2.3% | -22.5% | +24.8% | +5.5% |
| 1Y | +4.1% | -7.0% | +11.1% | +4.5% |
| 3Y | +27.8% | -27.5% | +55.2% | +31.0% |
| 5Y | +21.5% | -43.3% | +64.8% | +27.7% |
| All | +50.4% | +7.0% | +43.4% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling