+49.7%
USHY vs MTCH
+81.5%
-31.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -0.5% | +13.6% | -14.2% | -1.4% |
| 3M | +0.5% | +22.4% | -21.9% | -0.9% |
| 6M | +1.5% | +37.2% | -35.7% | -0.8% |
| YTD | +1.7% | +31.8% | -30.0% | -0.4% |
| 1Y | +3.5% | +12.9% | -9.4% | +2.4% |
| 3Y | +27.2% | -1.1% | +28.3% | +25.6% |
| 5Y | +21.0% | -73.5% | +94.5% | +26.9% |
| All | +49.7% | +81.5% | -31.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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