+19.9%
USHY vs RL
+239.2%
-219.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | -0.4% | +2.6% | -3.0% | -0.7% |
| 30D | +0.6% | +2.9% | -2.3% | +0.2% |
| 3M | -2.0% | 0.0% | -2.0% | -2.1% |
| 6M | -0.5% | +17.1% | -17.6% | -2.5% |
| YTD | +0.6% | +10.1% | -9.5% | -1.0% |
| 1Y | +2.1% | +17.3% | -15.2% | -0.2% |
| 3Y | +25.3% | +249.3% | -224.0% | +4.9% |
| All | +19.9% | +239.2% | -219.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling