+20.3%
USHY vs LTH
+174.8%
-154.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.1% |
| 7D | -0.3% | -4.6% | +4.3% | 0.0% |
| 30D | +0.3% | +14.8% | -14.5% | -0.8% |
| 3M | -1.7% | +3.9% | -5.6% | -2.1% |
| 6M | -0.4% | +35.5% | -35.9% | -2.8% |
| YTD | +0.7% | +71.3% | -70.6% | -3.8% |
| 1Y | +1.8% | +75.7% | -73.9% | -3.0% |
| 3Y | +25.3% | +231.9% | -206.6% | +11.9% |
| 5Y | +19.9% | +130.5% | -110.6% | +4.7% |
| All | +20.3% | +174.8% | -154.5% | +4.8% |
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