+49.7%
USHY vs RACE
+279.2%
-229.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -0.5% | -0.4% | -0.1% | -0.5% |
| 3M | +0.5% | +17.9% | -17.4% | -1.8% |
| 6M | +1.5% | +19.3% | -17.8% | -1.2% |
| YTD | +1.7% | +11.9% | -10.1% | -0.3% |
| 1Y | +3.5% | -12.7% | +16.3% | +4.8% |
| 3Y | +27.2% | +41.1% | -13.9% | +17.4% |
| 5Y | +21.0% | +94.1% | -73.1% | +4.6% |
| All | +49.7% | +279.2% | -229.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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