+50.4%
USHY vs TRU
+58.0%
-7.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.1% | -6.5% | +6.3% | +0.6% |
| 30D | 0.0% | -2.5% | +2.4% | +0.2% |
| 3M | +0.8% | +10.4% | -9.5% | -0.7% |
| 6M | +1.9% | +1.6% | +0.3% | +1.2% |
| YTD | +2.3% | -9.7% | +12.0% | +2.8% |
| 1Y | +4.1% | -17.3% | +21.4% | +5.6% |
| 3Y | +27.8% | -1.8% | +29.6% | +23.7% |
| 5Y | +21.5% | -36.2% | +57.7% | +24.1% |
| All | +50.4% | +58.0% | -7.6% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling