+49.7%
USHY vs RL
+332.4%
-282.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -0.5% | -15.3% | +14.8% | +1.0% |
| 3M | +0.5% | -10.3% | +10.9% | +1.4% |
| 6M | +1.5% | -2.2% | +3.7% | +1.3% |
| YTD | +1.7% | -4.3% | +6.0% | +1.7% |
| 1Y | +3.5% | +8.9% | -5.3% | +2.1% |
| 3Y | +27.2% | +201.4% | -174.3% | +11.4% |
| 5Y | +21.0% | +230.6% | -209.6% | +3.4% |
| All | +49.7% | +332.4% | -282.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling