+50.7%
USHY vs RGEN
+356.5%
-305.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | 0.0% | +2.8% | -2.8% | -0.2% |
| 3M | +1.2% | +34.5% | -33.3% | -1.0% |
| 6M | +2.6% | +40.5% | -37.8% | -0.1% |
| YTD | +2.4% | +2.8% | -0.4% | +1.8% |
| 1Y | +4.2% | +39.6% | -35.4% | +1.2% |
| 3Y | +28.0% | +4.4% | +23.6% | +24.7% |
| 5Y | +21.8% | -42.8% | +64.5% | +21.1% |
| All | +50.7% | +356.5% | -305.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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