+48.2%
USHY vs RCAT
-70.2%
+118.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.4% |
| 7D | -0.3% | +15.6% | -15.9% | -0.4% |
| 30D | +0.3% | -24.1% | +24.4% | +0.3% |
| 3M | -1.7% | -61.9% | +60.2% | -1.5% |
| 6M | -0.4% | -64.3% | +63.9% | -0.2% |
| YTD | +0.7% | -50.4% | +51.1% | +0.8% |
| 1Y | +1.8% | -54.0% | +55.8% | +1.8% |
| 3Y | +25.3% | +347.2% | -321.8% | +24.4% |
| 5Y | +19.9% | +45.7% | -25.9% | +19.1% |
| All | +48.2% | -70.2% | +118.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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