+50.7%
USHY vs TAP
-36.6%
+87.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | +0.1% | -2.1% | +2.2% | +0.3% |
| 3M | +0.8% | +6.6% | -5.8% | +0.1% |
| 6M | +1.7% | -11.5% | +13.2% | +2.8% |
| YTD | +2.5% | -10.3% | +12.7% | +3.2% |
| 1Y | +4.4% | -14.4% | +18.8% | +5.6% |
| 3Y | +27.4% | -28.3% | +55.7% | +30.5% |
| 5Y | +21.7% | +1.7% | +20.0% | +19.1% |
| All | +50.7% | -36.6% | +87.3% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling