+49.7%
USHY vs TAP
-39.8%
+89.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | -5.3% | +4.5% | -0.2% |
| 30D | -0.5% | -7.4% | +6.8% | +0.1% |
| 3M | +0.5% | -4.9% | +5.4% | +0.9% |
| 6M | +1.5% | -14.2% | +15.7% | +2.8% |
| YTD | +1.7% | -14.8% | +16.6% | +3.0% |
| 1Y | +3.5% | -18.1% | +21.6% | +5.2% |
| 3Y | +27.2% | -32.7% | +59.9% | +31.1% |
| 5Y | +21.0% | -0.5% | +21.5% | +18.5% |
| All | +49.7% | -39.8% | +89.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling