+49.7%
USHY vs SHAK
+72.9%
-23.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -0.7% | -11.0% | +10.2% | 0.0% |
| 30D | -0.5% | -14.0% | +13.5% | +0.4% |
| 3M | +0.5% | +13.3% | -12.7% | -0.5% |
| 6M | +1.5% | -35.3% | +36.8% | +3.6% |
| YTD | +1.7% | -24.0% | +25.7% | +2.6% |
| 1Y | +3.5% | -36.7% | +40.3% | +5.6% |
| 3Y | +27.2% | -5.4% | +32.5% | +23.7% |
| 5Y | +21.0% | -24.9% | +45.9% | +17.0% |
| All | +49.7% | +72.9% | -23.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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