+50.7%
USHY vs MTB
+86.7%
-36.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | +2.8% | -2.7% | -0.3% |
| 30D | 0.0% | -4.2% | +4.2% | +0.4% |
| 3M | +1.2% | +7.8% | -6.6% | +0.2% |
| 6M | +2.6% | +14.8% | -12.2% | +0.9% |
| YTD | +2.4% | +20.8% | -18.3% | +0.1% |
| 1Y | +4.2% | +23.1% | -18.9% | +1.6% |
| 3Y | +28.0% | +114.8% | -86.8% | +15.9% |
| 5Y | +21.8% | +103.3% | -81.5% | +9.7% |
| All | +50.7% | +86.7% | -36.0% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling