+49.7%
USHY vs QSR
+49.5%
+0.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.7% | -4.7% | +4.0% | -0.1% |
| 30D | -0.5% | +4.3% | -4.9% | -1.1% |
| 3M | +0.5% | +5.4% | -4.9% | -0.3% |
| 6M | +1.5% | +8.2% | -6.7% | +0.2% |
| YTD | +1.7% | +14.1% | -12.4% | -0.4% |
| 1Y | +3.5% | +28.1% | -24.6% | -0.4% |
| 3Y | +27.2% | +25.3% | +1.9% | +21.7% |
| 5Y | +21.0% | +40.4% | -19.4% | +13.0% |
| All | +49.7% | +49.5% | +0.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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