+25.9%
USHY vs IBB
+91.0%
-65.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.2% | -1.4% | +1.1% | -0.1% |
| 30D | +0.5% | +6.8% | -6.3% | -0.4% |
| 3M | -1.2% | +9.2% | -10.4% | -2.4% |
| 6M | -0.1% | +28.3% | -28.4% | -3.6% |
| YTD | +1.1% | +29.4% | -28.3% | -2.7% |
| 1Y | +2.0% | +33.2% | -31.2% | -2.3% |
| All | +25.9% | +91.0% | -65.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling