+20.7%
USHY vs TW
+19.5%
+1.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.7% | -4.5% | +3.8% | -0.3% |
| 30D | -0.7% | -2.3% | +1.6% | -0.5% |
| 3M | +0.1% | +2.6% | -2.5% | -0.3% |
| 6M | +1.8% | -17.5% | +19.3% | +3.4% |
| YTD | +1.8% | -5.3% | +7.1% | +1.9% |
| 1Y | +3.3% | -14.8% | +18.1% | +4.5% |
| 3Y | +27.0% | +18.8% | +8.1% | +21.4% |
| All | +20.7% | +19.5% | +1.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling