+50.7%
USHY vs CRL
+151.1%
-100.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.1% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | +0.1% | +10.7% | -10.6% | -0.9% |
| 3M | +0.8% | +55.3% | -54.5% | -3.6% |
| 6M | +1.7% | +60.7% | -58.9% | -3.4% |
| YTD | +2.5% | +44.6% | -42.2% | -1.9% |
| 1Y | +4.4% | +77.7% | -73.3% | -2.4% |
| 3Y | +27.4% | +37.6% | -10.3% | +19.8% |
| 5Y | +21.7% | -35.8% | +57.6% | +24.4% |
| All | +50.7% | +151.1% | -100.3% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling