+49.7%
USHY vs M
+39.8%
+9.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.2% |
| 7D | -0.7% | -8.8% | +8.0% | -0.3% |
| 30D | -0.5% | -16.4% | +15.9% | +0.4% |
| 3M | +0.5% | -10.8% | +11.3% | +1.0% |
| 6M | +1.5% | +16.1% | -14.6% | +0.5% |
| YTD | +1.7% | -5.3% | +7.0% | +1.7% |
| 1Y | +3.5% | +24.9% | -21.3% | +1.8% |
| 3Y | +27.2% | +97.5% | -70.4% | +20.0% |
| 5Y | +21.0% | +20.4% | +0.6% | +15.5% |
| All | +49.7% | +39.8% | +9.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling