+20.4%
USHY vs PTC
+62.1%
-41.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +0.5% | +0.9% | -0.4% | +0.4% |
| 3M | -1.2% | +30.4% | -31.5% | -3.9% |
| 6M | -0.1% | +34.4% | -34.5% | -3.4% |
| YTD | +1.1% | +12.6% | -11.5% | -0.1% |
| 1Y | +2.0% | +10.2% | -8.2% | +1.1% |
| 3Y | +25.8% | +29.4% | -3.6% | +19.2% |
| 5Y | +20.4% | +63.7% | -43.4% | +7.7% |
| All | +20.4% | +62.1% | -41.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling