+49.7%
USHY vs TKO
+848.4%
-798.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -0.5% | -2.6% | +2.1% | -0.4% |
| 3M | +0.5% | -7.8% | +8.3% | +0.9% |
| 6M | +1.5% | -7.0% | +8.5% | +1.8% |
| YTD | +1.7% | -8.5% | +10.3% | +2.1% |
| 1Y | +3.5% | -1.3% | +4.9% | +3.3% |
| 3Y | +27.2% | +105.0% | -77.8% | +20.4% |
| 5Y | +21.0% | +292.9% | -271.9% | +9.2% |
| All | +49.7% | +848.4% | -798.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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