+50.4%
USHY vs RJF
+250.2%
-199.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | 0.0% | -2.0% | +2.0% | +0.2% |
| 3M | +0.8% | +16.3% | -15.5% | -1.3% |
| 6M | +1.9% | +16.9% | -15.0% | -0.4% |
| YTD | +2.3% | +10.4% | -8.2% | +0.5% |
| 1Y | +4.1% | +7.4% | -3.3% | +2.7% |
| 3Y | +27.8% | +72.2% | -44.4% | +16.5% |
| 5Y | +21.5% | +105.1% | -83.6% | +6.7% |
| All | +50.4% | +250.2% | -199.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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