+19.9%
USHY vs COO
-39.4%
+59.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +0.3% | +13.9% | -13.6% | -1.3% |
| 3M | -1.7% | -18.9% | +17.2% | +0.5% |
| 6M | -0.4% | +3.7% | -4.1% | -1.4% |
| YTD | +0.7% | -24.1% | +24.8% | +3.7% |
| 1Y | +1.8% | -14.2% | +16.0% | +3.0% |
| 3Y | +25.3% | -24.5% | +49.8% | +26.5% |
| 5Y | +19.9% | -40.4% | +60.3% | +23.2% |
| All | +19.9% | -39.4% | +59.3% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling