+50.7%
USHY vs LH
+160.0%
-109.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | 0.0% | -0.8% | +0.9% | +0.1% |
| 30D | 0.0% | +2.0% | -2.0% | -0.3% |
| 3M | +1.2% | +24.3% | -23.1% | -2.2% |
| 6M | +2.6% | +21.1% | -18.4% | -0.4% |
| YTD | +2.4% | +30.4% | -28.0% | -1.8% |
| 1Y | +4.2% | +18.4% | -14.1% | +1.2% |
| 3Y | +28.0% | +65.5% | -37.4% | +17.1% |
| 5Y | +21.8% | +29.9% | -8.1% | +14.6% |
| All | +50.7% | +160.0% | -109.3% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling