+48.0%
USHY vs RVTY
+121.1%
-73.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | +0.6% | +1.5% | -0.9% | +0.3% |
| 3M | -2.0% | +31.5% | -33.5% | -5.3% |
| 6M | -0.5% | +62.7% | -63.2% | -6.4% |
| YTD | +0.6% | +60.0% | -59.4% | -5.6% |
| 1Y | +2.1% | +65.7% | -63.6% | -4.6% |
| 3Y | +25.3% | +85.2% | -59.9% | +13.2% |
| 5Y | +19.7% | -14.9% | +34.6% | +19.0% |
| All | +48.0% | +121.1% | -73.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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