+48.2%
USHY vs FIVE
+342.8%
-294.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.3% | +2.4% | -2.8% | -0.5% |
| 30D | +0.3% | +15.8% | -15.6% | -0.9% |
| 3M | -1.7% | +3.8% | -5.5% | -2.1% |
| 6M | -0.4% | +18.5% | -18.9% | -2.1% |
| YTD | +0.7% | +31.2% | -30.5% | -2.0% |
| 1Y | +1.8% | +61.8% | -60.0% | -2.7% |
| 3Y | +25.3% | +39.9% | -14.6% | +19.1% |
| 5Y | +19.9% | +18.3% | +1.6% | +13.6% |
| All | +48.2% | +342.8% | -294.6% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling