+1.7%
USHY vs CRL
+85.3%
-83.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.3% | +7.9% | +0.9% |
| 7D | -0.2% | -12.8% | +12.6% | +0.1% |
| 30D | +0.7% | +5.0% | -4.3% | +0.5% |
| 3M | -2.2% | +39.4% | -41.6% | -3.1% |
| 6M | -0.9% | +89.4% | -90.2% | -2.8% |
| YTD | +0.2% | +63.6% | -63.4% | -1.6% |
| 1Y | +1.7% | +83.5% | -81.7% | -0.5% |
| All | +1.7% | +85.3% | -83.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling