+4.4%
USHY vs IBB
+51.5%
-47.1%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.1% | +1.4% | -1.6% | -0.3% |
| 30D | +0.1% | +10.5% | -10.4% | -0.9% |
| 3M | +0.8% | +23.6% | -22.8% | -1.4% |
| 6M | +1.7% | +22.6% | -20.9% | -0.6% |
| YTD | +2.5% | +25.7% | -23.2% | -0.1% |
| 1Y | +4.4% | +51.4% | -47.0% | +0.1% |
| All | +4.4% | +51.5% | -47.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling