+49.7%
USHY vs TXT
+48.4%
+1.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.5% | -10.2% | +9.7% | +0.9% |
| 3M | +0.5% | -13.3% | +13.8% | +2.3% |
| 6M | +1.5% | -14.4% | +15.9% | +3.3% |
| YTD | +1.7% | -9.1% | +10.9% | +2.6% |
| 1Y | +3.5% | -2.2% | +5.7% | +3.3% |
| 3Y | +27.2% | +5.1% | +22.1% | +24.4% |
| 5Y | +21.0% | +12.8% | +8.2% | +15.9% |
| All | +49.7% | +48.4% | +1.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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