+29.6%
USHY vs TLN
+571.8%
-542.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.4% |
| 7D | -0.7% | +2.0% | -2.7% | -0.8% |
| 30D | -0.5% | -12.9% | +12.4% | -0.2% |
| 3M | +0.5% | -7.4% | +8.0% | +0.6% |
| 6M | +1.5% | -6.0% | +7.5% | +1.4% |
| YTD | +1.7% | -16.9% | +18.6% | +1.9% |
| 1Y | +3.5% | -22.6% | +26.2% | +3.9% |
| 3Y | +27.2% | +469.0% | -441.9% | +16.5% |
| All | +29.6% | +571.8% | -542.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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