+22.4%
USHY vs LTH
+160.9%
-138.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | +0.1% | -4.6% | +4.7% | +0.4% |
| 3M | +0.8% | +32.8% | -32.0% | -1.4% |
| 6M | +1.7% | +64.6% | -62.9% | -2.4% |
| YTD | +2.5% | +62.6% | -60.2% | -1.7% |
| 1Y | +4.4% | +49.9% | -45.5% | +0.7% |
| 3Y | +27.4% | +151.3% | -124.0% | +16.3% |
| All | +22.4% | +160.9% | -138.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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