+28.0%
USHY vs COO
-23.3%
+51.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | 0.0% | -8.8% | +8.8% | +0.6% |
| 3M | +1.2% | +1.3% | -0.2% | +1.0% |
| 6M | +2.6% | -11.6% | +14.2% | +3.4% |
| YTD | +2.4% | -17.4% | +19.9% | +3.7% |
| 1Y | +4.2% | -1.6% | +5.8% | +4.1% |
| 3Y | +28.0% | -22.6% | +50.7% | +29.0% |
| All | +28.0% | -23.3% | +51.3% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling