+50.4%
USHY vs TMF
-81.5%
+131.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -0.1% | -0.9% | +0.7% | -0.1% |
| 30D | 0.0% | -1.0% | +0.9% | 0.0% |
| 3M | +0.8% | -11.3% | +12.1% | +1.0% |
| 6M | +1.9% | -22.7% | +24.6% | +2.3% |
| YTD | +2.3% | -17.3% | +19.6% | +2.5% |
| 1Y | +4.1% | -22.5% | +26.6% | +4.5% |
| 3Y | +27.8% | -43.2% | +71.0% | +28.2% |
| 5Y | +21.5% | -88.3% | +109.8% | +17.1% |
| All | +50.4% | -81.5% | +131.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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