+19.2%
USHY vs ES
+2.9%
+16.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +0.2% | +5.7% | -5.5% | -0.3% |
| 3M | -1.7% | -2.8% | +1.1% | -1.4% |
| 6M | -0.6% | +7.0% | -7.6% | -1.4% |
| YTD | +0.8% | +6.8% | -6.0% | -0.1% |
| 1Y | +2.1% | -0.5% | +2.6% | +1.8% |
| 3Y | +26.0% | +47.2% | -21.2% | +18.3% |
| 5Y | +19.2% | +2.3% | +17.0% | +19.2% |
| All | +19.2% | +2.9% | +16.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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