+49.7%
USHY vs MTB
+87.8%
-38.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -0.7% | -4.8% | +4.1% | -0.1% |
| 3M | +0.1% | +6.0% | -5.9% | -0.7% |
| 6M | +1.8% | +19.6% | -17.8% | -0.4% |
| YTD | +1.8% | +21.5% | -19.7% | -0.6% |
| 1Y | +3.3% | +24.7% | -21.4% | +0.5% |
| 3Y | +27.0% | +108.6% | -81.6% | +15.4% |
| 5Y | +21.0% | +106.7% | -85.7% | +8.8% |
| All | +49.7% | +87.8% | -38.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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