+20.7%
USHY vs MTB
+104.1%
-83.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +0.1% | +6.0% | -5.9% | -0.6% |
| 6M | +1.8% | +19.6% | -17.8% | -0.1% |
| YTD | +1.8% | +21.5% | -19.7% | -0.3% |
| 1Y | +3.3% | +24.7% | -21.4% | +0.9% |
| 3Y | +27.0% | +108.6% | -81.6% | +16.8% |
| All | +20.7% | +104.1% | -83.5% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling