+49.7%
USHY vs TRU
+59.3%
-9.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.4% |
| 30D | -0.7% | -2.0% | +1.4% | -0.5% |
| 3M | +0.1% | +18.4% | -18.4% | -2.3% |
| 6M | +1.8% | +8.9% | -7.1% | +0.2% |
| YTD | +1.8% | -8.9% | +10.7% | +2.2% |
| 1Y | +3.3% | -15.9% | +19.2% | +4.6% |
| 3Y | +27.0% | -1.1% | +28.1% | +22.8% |
| 5Y | +21.0% | -35.2% | +56.2% | +23.3% |
| All | +49.7% | +59.3% | -9.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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