+20.7%
USHY vs RUN
-81.0%
+101.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | -0.7% | -13.0% | +12.3% | -0.3% |
| 3M | +0.1% | -31.8% | +31.8% | +1.1% |
| 6M | +1.8% | -32.2% | +34.0% | +2.7% |
| YTD | +1.8% | -53.5% | +55.3% | +3.5% |
| 1Y | +3.3% | -46.5% | +49.8% | +4.2% |
| 3Y | +27.0% | -37.6% | +64.6% | +21.5% |
| All | +20.7% | -81.0% | +101.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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