+49.7%
USHY vs LH
+149.4%
-99.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -0.7% | -4.7% | +4.0% | 0.0% |
| 30D | -0.7% | -3.5% | +2.8% | -0.2% |
| 3M | +0.1% | +17.7% | -17.6% | -2.5% |
| 6M | +1.8% | +15.8% | -14.0% | -0.6% |
| YTD | +1.8% | +25.1% | -23.3% | -1.9% |
| 1Y | +3.3% | +12.5% | -9.2% | +1.1% |
| 3Y | +27.0% | +59.8% | -32.8% | +16.7% |
| 5Y | +21.0% | +27.1% | -6.1% | +14.2% |
| All | +49.7% | +149.4% | -99.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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