+50.7%
USHY vs RL
+351.1%
-300.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.2% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +0.1% | -7.8% | +7.9% | +0.8% |
| 3M | +0.8% | -4.0% | +4.8% | +1.1% |
| 6M | +1.7% | -1.9% | +3.6% | +1.5% |
| YTD | +2.5% | -0.2% | +2.6% | +2.0% |
| 1Y | +4.4% | +10.7% | -6.3% | +2.7% |
| 3Y | +27.4% | +210.8% | -183.4% | +11.3% |
| 5Y | +21.7% | +238.2% | -216.5% | +3.9% |
| All | +50.7% | +351.1% | -300.3% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling