+48.7%
USHY vs IBB
+112.9%
-64.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.2% | -1.4% | +1.1% | 0.0% |
| 30D | +0.5% | +6.8% | -6.3% | -0.9% |
| 3M | -1.2% | +9.2% | -10.4% | -3.0% |
| 6M | -0.1% | +28.3% | -28.4% | -5.2% |
| YTD | +1.1% | +29.4% | -28.3% | -4.4% |
| 1Y | +2.0% | +33.2% | -31.2% | -4.2% |
| 3Y | +25.8% | +90.2% | -64.4% | +8.7% |
| 5Y | +20.4% | +44.0% | -23.6% | +9.0% |
| All | +48.7% | +112.9% | -64.1% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling