+49.7%
USHY vs PTC
+101.2%
-51.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | -14.2% | +13.5% | +1.0% |
| 30D | -0.5% | -14.4% | +13.9% | +1.1% |
| 3M | +0.5% | -4.7% | +5.2% | +0.7% |
| 6M | +1.5% | -19.3% | +20.8% | +3.6% |
| YTD | +1.7% | -26.1% | +27.9% | +4.8% |
| 1Y | +3.5% | -37.1% | +40.6% | +8.7% |
| 3Y | +27.2% | -10.4% | +37.5% | +26.2% |
| 5Y | +21.0% | +2.5% | +18.5% | +16.6% |
| All | +49.7% | +101.2% | -51.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling