+49.7%
USHY vs RBA
+244.4%
-194.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -2.9% | +2.3% | -0.4% |
| 3M | +0.1% | -20.9% | +21.0% | +2.2% |
| 6M | +1.8% | -17.7% | +19.4% | +3.4% |
| YTD | +1.8% | -18.2% | +19.9% | +3.3% |
| 1Y | +3.3% | -29.1% | +32.4% | +6.4% |
| 3Y | +27.0% | +29.5% | -2.6% | +21.3% |
| 5Y | +21.0% | +40.2% | -19.2% | +13.2% |
| All | +49.7% | +244.4% | -194.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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