+50.7%
USHY vs IRM
+365.5%
-314.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | 0.0% | +1.6% | -1.6% | -0.2% |
| 30D | 0.0% | -4.2% | +4.2% | +0.5% |
| 3M | +1.2% | -5.4% | +6.5% | +1.7% |
| 6M | +2.6% | +12.0% | -9.4% | +0.7% |
| YTD | +2.4% | +42.0% | -39.6% | -2.8% |
| 1Y | +4.2% | +29.9% | -25.6% | -0.1% |
| 3Y | +28.0% | +104.4% | -76.3% | +12.9% |
| 5Y | +21.8% | +191.0% | -169.2% | +0.9% |
| All | +50.7% | +365.5% | -314.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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