+49.7%
USHY vs ITOT
+223.9%
-174.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | -0.5% | -2.0% | +1.4% | +0.1% |
| 3M | +0.5% | +4.5% | -4.0% | -1.0% |
| 6M | +1.5% | +12.6% | -11.1% | -2.5% |
| YTD | +1.7% | +12.0% | -10.2% | -2.1% |
| 1Y | +3.5% | +17.3% | -13.7% | -2.0% |
| 3Y | +27.2% | +75.2% | -48.1% | +4.1% |
| 5Y | +21.0% | +74.0% | -53.0% | -1.7% |
| All | +49.7% | +223.9% | -174.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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