+50.4%
USHY vs RRX
+133.9%
-83.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | 0.0% | -8.0% | +7.9% | +0.8% |
| 3M | +0.8% | -25.1% | +25.9% | +3.4% |
| 6M | +1.9% | -18.3% | +20.2% | +3.0% |
| YTD | +2.3% | +14.2% | -11.9% | -0.9% |
| 1Y | +4.1% | +13.0% | -8.9% | +0.8% |
| 3Y | +27.8% | +4.2% | +23.6% | +22.4% |
| 5Y | +21.5% | +17.9% | +3.6% | +12.3% |
| All | +50.4% | +133.9% | -83.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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