+48.2%
USHY vs CPB
-33.6%
+81.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.3% | -5.8% | +5.5% | -0.1% |
| 30D | +0.3% | +16.5% | -16.2% | -0.4% |
| 3M | -1.7% | -1.1% | -0.6% | -1.7% |
| 6M | -0.4% | +11.5% | -11.9% | -1.0% |
| YTD | +0.7% | -15.7% | +16.5% | +1.3% |
| 1Y | +1.8% | -24.7% | +26.4% | +2.9% |
| 3Y | +25.3% | -37.3% | +62.6% | +27.5% |
| 5Y | +19.9% | -35.0% | +54.9% | +21.3% |
| All | +48.2% | -33.6% | +81.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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