+49.7%
USHY vs NTRS
+156.0%
-106.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -0.7% | -0.7% | 0.0% | -0.6% |
| 3M | +0.1% | +11.3% | -11.3% | -1.5% |
| 6M | +1.8% | +35.5% | -33.8% | -2.7% |
| YTD | +1.8% | +40.6% | -38.8% | -3.3% |
| 1Y | +3.3% | +49.2% | -45.9% | -2.8% |
| 3Y | +27.0% | +167.2% | -140.3% | +8.6% |
| 5Y | +21.0% | +94.9% | -73.9% | +7.0% |
| All | +49.7% | +156.0% | -106.3% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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