+20.7%
USHY vs EXEL
+180.6%
-159.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -0.7% | -4.9% | +4.2% | -0.4% |
| 30D | -0.7% | +11.4% | -12.1% | -1.3% |
| 3M | +0.1% | +4.9% | -4.8% | -0.3% |
| 6M | +1.8% | +34.4% | -32.6% | 0.0% |
| YTD | +1.8% | +28.0% | -26.3% | +0.2% |
| 1Y | +3.3% | +43.6% | -40.3% | +0.9% |
| 3Y | +27.0% | +155.2% | -128.2% | +17.6% |
| All | +20.7% | +180.6% | -159.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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