+3.7%
USHY vs IRE
-82.8%
+86.5%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.2% | -10.3% | -0.1% |
| 7D | 0.0% | +58.9% | -58.9% | -0.3% |
| 30D | 0.0% | +17.2% | -17.2% | -0.2% |
| 3M | +1.2% | -58.6% | +59.8% | +1.4% |
| 6M | +2.6% | -23.5% | +26.1% | +2.2% |
| YTD | +2.4% | -47.4% | +49.9% | +2.0% |
| All | +3.7% | -82.8% | +86.5% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling