+21.5%
USHY vs TAP
-0.5%
+22.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.1% | -5.1% | +4.9% | +0.2% |
| 30D | 0.0% | -8.4% | +8.4% | +0.5% |
| 3M | +0.8% | -3.9% | +4.8% | +1.0% |
| 6M | +1.9% | -14.4% | +16.3% | +3.0% |
| YTD | +2.3% | -14.7% | +17.0% | +3.2% |
| 1Y | +4.1% | -18.7% | +22.8% | +5.5% |
| 3Y | +27.8% | -32.6% | +60.4% | +31.2% |
| 5Y | +21.5% | -1.4% | +22.9% | +19.7% |
| All | +21.5% | -0.5% | +22.0% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling