+49.7%
USHY vs REPL
-9.7%
+59.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -0.1% | -9.6% | +9.4% | 0.0% |
| 30D | 0.0% | +5.7% | -5.8% | -0.1% |
| 3M | +0.8% | +56.4% | -55.5% | -0.3% |
| 6M | +1.9% | +67.4% | -65.5% | -0.7% |
| YTD | +2.3% | +48.7% | -46.4% | -0.3% |
| 1Y | +4.1% | +148.3% | -144.1% | -0.3% |
| 3Y | +27.8% | -26.7% | +54.5% | +21.0% |
| 5Y | +21.5% | -54.1% | +75.6% | +15.6% |
| All | +49.7% | -9.7% | +59.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling