+21.5%
USHY vs CRL
-37.6%
+59.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.1% | -4.6% | +4.5% | +0.2% |
| 30D | 0.0% | +0.5% | -0.5% | -0.1% |
| 3M | +0.8% | +46.6% | -45.8% | -2.1% |
| 6M | +1.9% | +57.3% | -55.3% | -1.9% |
| YTD | +2.3% | +39.5% | -37.3% | -0.8% |
| 1Y | +4.1% | +76.9% | -72.7% | -1.1% |
| 3Y | +27.8% | +39.4% | -11.6% | +21.6% |
| 5Y | +21.5% | -37.2% | +58.7% | +19.0% |
| All | +21.5% | -37.6% | +59.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling