+21.8%
USHY vs FIVE
+38.7%
-16.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | 0.0% | +3.7% | -3.6% | -0.2% |
| 30D | 0.0% | +4.0% | -4.0% | -0.3% |
| 3M | +1.2% | +36.2% | -35.1% | -0.9% |
| 6M | +2.6% | +18.0% | -15.4% | +1.2% |
| YTD | +2.4% | +34.9% | -32.4% | +0.1% |
| 1Y | +4.2% | +67.9% | -63.7% | +0.2% |
| 3Y | +28.0% | +57.3% | -29.3% | +22.5% |
| 5Y | +21.8% | +39.5% | -17.7% | +14.7% |
| All | +21.8% | +38.7% | -16.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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