+28.1%
USHY vs TLN
+710.8%
-682.7%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | 0.0% |
| 7D | -0.4% | +11.0% | -11.5% | -0.7% |
| 30D | +0.6% | +4.9% | -4.3% | +0.4% |
| 3M | -2.0% | +4.9% | -6.9% | -2.3% |
| 6M | -0.5% | +7.1% | -7.7% | -1.0% |
| YTD | +0.6% | +0.3% | +0.3% | +0.1% |
| 1Y | +2.1% | +5.9% | -3.8% | +1.4% |
| 3Y | +25.3% | +578.5% | -553.2% | +14.1% |
| All | +28.1% | +710.8% | -682.7% | +14.7% |
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