+3.5%
USHY vs COO
-20.6%
+24.1%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.7% | +14.2% | 0.0% |
| 7D | -0.7% | -23.3% | +22.6% | +0.2% |
| 30D | -0.5% | -29.5% | +28.9% | +0.7% |
| 3M | +0.5% | -20.0% | +20.5% | +1.2% |
| 6M | +1.5% | -27.2% | +28.7% | +2.8% |
| YTD | +1.7% | -33.9% | +35.7% | +3.4% |
| 1Y | +3.5% | -19.9% | +23.5% | +4.6% |
| All | +3.5% | -20.6% | +24.1% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling