+49.7%
USHY vs CRL
+142.2%
-92.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -0.7% | -3.5% | +2.9% | -0.3% |
| 30D | -0.7% | -2.1% | +1.5% | -0.5% |
| 3M | +0.1% | +48.0% | -47.9% | -3.9% |
| 6M | +1.8% | +64.7% | -63.0% | -3.6% |
| YTD | +1.8% | +39.5% | -37.7% | -2.2% |
| 1Y | +3.3% | +74.2% | -70.9% | -3.3% |
| 3Y | +27.0% | +39.4% | -12.4% | +19.1% |
| 5Y | +21.0% | -36.9% | +57.9% | +23.7% |
| All | +49.7% | +142.2% | -92.4% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling