+27.8%
USHY vs TAP
-32.4%
+60.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | 0.0% | -9.4% | +9.4% | +0.4% |
| 3M | +1.2% | -0.8% | +2.0% | +1.1% |
| 6M | +2.6% | -14.7% | +17.4% | +3.3% |
| YTD | +2.4% | -13.9% | +16.4% | +3.0% |
| 1Y | +4.2% | -18.6% | +22.9% | +5.1% |
| All | +27.8% | -32.4% | +60.2% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling