+48.2%
USHY vs TMF
-82.9%
+131.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.3% |
| 7D | -0.3% | -8.2% | +7.9% | -0.2% |
| 30D | +0.3% | +5.3% | -5.1% | +0.2% |
| 3M | -1.7% | -8.5% | +6.8% | -1.6% |
| 6M | -0.4% | -17.2% | +16.8% | -0.1% |
| YTD | +0.7% | -23.4% | +24.1% | +1.1% |
| 1Y | +1.8% | -30.2% | +32.0% | +2.3% |
| 3Y | +25.3% | -32.9% | +58.2% | +25.9% |
| 5Y | +19.9% | -88.5% | +108.4% | +15.9% |
| All | +48.2% | -82.9% | +131.0% | +46.5% |
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