+50.4%
USHY vs PTC
+101.4%
-51.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -0.1% | -13.6% | +13.4% | +1.5% |
| 30D | 0.0% | -14.7% | +14.6% | +1.7% |
| 3M | +0.8% | -5.9% | +6.7% | +1.2% |
| 6M | +1.9% | -21.1% | +23.1% | +4.3% |
| YTD | +2.3% | -26.0% | +28.3% | +5.3% |
| 1Y | +4.1% | -36.8% | +41.0% | +9.3% |
| 3Y | +27.8% | -10.3% | +38.0% | +26.8% |
| 5Y | +21.5% | +1.2% | +20.3% | +17.3% |
| All | +50.4% | +101.4% | -51.0% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling