+50.7%
USHY vs TMF
-81.2%
+131.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | +0.1% | -2.8% | +2.9% | +0.1% |
| 3M | +0.8% | -10.9% | +11.7% | +1.0% |
| 6M | +1.7% | -21.3% | +23.1% | +2.1% |
| YTD | +2.5% | -15.9% | +18.4% | +2.7% |
| 1Y | +4.4% | -15.7% | +20.1% | +4.6% |
| 3Y | +27.4% | -43.4% | +70.7% | +27.8% |
| 5Y | +21.7% | -87.8% | +109.5% | +17.5% |
| All | +50.7% | -81.2% | +131.9% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling