+50.4%
USHY vs MKC
+23.0%
+27.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.1% | -4.3% | +4.2% | +0.3% |
| 30D | 0.0% | -3.1% | +3.1% | +0.2% |
| 3M | +0.8% | +6.8% | -6.0% | 0.0% |
| 6M | +1.9% | -18.3% | +20.3% | +3.9% |
| YTD | +2.3% | -23.1% | +25.3% | +4.8% |
| 1Y | +4.1% | -23.7% | +27.8% | +6.7% |
| 3Y | +27.8% | -31.0% | +58.8% | +31.8% |
| 5Y | +21.5% | -33.5% | +55.0% | +24.9% |
| All | +50.4% | +23.0% | +27.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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