+19.9%
USHY vs REPL
-35.3%
+55.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -0.3% | +9.8% | -10.1% | -0.4% |
| 30D | +0.3% | +81.5% | -81.2% | -0.1% |
| 3M | -1.7% | +44.2% | -45.9% | -2.0% |
| 6M | -0.4% | +437.4% | -437.8% | -2.1% |
| YTD | +0.7% | +126.1% | -125.4% | -0.8% |
| 1Y | +1.8% | +143.1% | -141.4% | +0.1% |
| 3Y | +25.3% | +97.8% | -72.5% | +18.9% |
| 5Y | +19.9% | -34.3% | +54.1% | +17.2% |
| All | +19.9% | -35.3% | +55.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling