+48.0%
USHY vs COO
+5.6%
+42.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +0.6% | +14.2% | -13.6% | -1.2% |
| 3M | -2.0% | -18.2% | +16.2% | +0.3% |
| 6M | -0.5% | +5.3% | -5.9% | -1.8% |
| YTD | +0.6% | -23.6% | +24.2% | +3.7% |
| 1Y | +2.1% | -12.7% | +14.8% | +3.2% |
| 3Y | +25.3% | -24.2% | +49.5% | +27.2% |
| 5Y | +19.7% | -40.0% | +59.7% | +24.5% |
| All | +48.0% | +5.6% | +42.4% | +42.5% |
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