+26.9%
USHY vs LH
+56.3%
-29.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.1% |
| 7D | -0.7% | -7.4% | +6.7% | -0.1% |
| 30D | -0.5% | -4.6% | +4.0% | -0.2% |
| 3M | +0.5% | +14.5% | -14.0% | -0.8% |
| 6M | +1.5% | +14.8% | -13.3% | +0.1% |
| YTD | +1.7% | +23.3% | -21.5% | -0.4% |
| 1Y | +3.5% | +13.6% | -10.1% | +2.1% |
| All | +26.9% | +56.3% | -29.4% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling