+19.9%
USHY vs CRL
-12.1%
+32.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.4% | +0.1% | -0.6% | -0.4% |
| 30D | +0.6% | +11.9% | -11.3% | -0.4% |
| 3M | -2.0% | +20.2% | -22.2% | -3.5% |
| 6M | -0.5% | +107.5% | -108.1% | -6.3% |
| YTD | +0.6% | +69.4% | -68.8% | -4.0% |
| 1Y | +2.1% | +99.7% | -97.6% | -3.9% |
| 3Y | +25.3% | +98.8% | -73.5% | +15.0% |
| All | +19.9% | -12.1% | +32.0% | +17.8% |
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