+50.7%
USHY vs COO
+17.3%
+33.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | +0.1% | -7.0% | +7.1% | +1.0% |
| 3M | +0.8% | +12.2% | -11.4% | -1.0% |
| 6M | +1.7% | -15.1% | +16.8% | +3.8% |
| YTD | +2.5% | -15.1% | +17.6% | +4.5% |
| 1Y | +4.4% | +2.3% | +2.1% | +3.5% |
| 3Y | +27.4% | -23.7% | +51.0% | +30.0% |
| 5Y | +21.7% | -38.9% | +60.7% | +26.7% |
| All | +50.7% | +17.3% | +33.5% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling