+50.4%
USHY vs M
+46.6%
+3.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | 0.0% |
| 7D | -0.1% | -4.1% | +3.9% | +0.1% |
| 30D | 0.0% | -13.6% | +13.6% | +0.7% |
| 3M | +0.8% | -2.3% | +3.1% | +0.9% |
| 6M | +1.9% | +21.9% | -20.0% | +0.6% |
| YTD | +2.3% | -0.6% | +2.8% | +2.0% |
| 1Y | +4.1% | +29.7% | -25.6% | +2.2% |
| 3Y | +27.8% | +107.3% | -79.5% | +20.3% |
| 5Y | +21.5% | +20.5% | +1.0% | +16.0% |
| All | +50.4% | +46.6% | +3.8% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling