+43.0%
USHY vs TW
+211.2%
-168.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | 0.0% | -0.6% | +0.6% | 0.0% |
| 3M | +0.8% | +3.4% | -2.6% | +0.4% |
| 6M | +1.9% | -18.4% | +20.4% | +3.7% |
| YTD | +2.3% | -3.9% | +6.2% | +2.2% |
| 1Y | +4.1% | -13.3% | +17.5% | +5.1% |
| 3Y | +27.8% | +20.8% | +6.9% | +23.2% |
| 5Y | +21.5% | +20.3% | +1.2% | +15.6% |
| All | +43.0% | +211.2% | -168.2% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling