+3.5%
USHY vs IRE
-84.0%
+87.5%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.2% |
| 7D | -0.1% | +29.0% | -29.2% | -0.3% |
| 30D | 0.0% | +24.2% | -24.3% | -0.3% |
| 3M | +0.8% | -53.2% | +54.0% | +1.0% |
| 6M | +1.9% | -36.0% | +38.0% | +1.6% |
| YTD | +2.3% | -51.0% | +53.3% | +1.8% |
| All | +3.5% | -84.0% | +87.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling