+21.5%
USHY vs TXT
+13.4%
+8.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -0.1% | +0.8% | -1.0% | -0.2% |
| 30D | 0.0% | -10.4% | +10.4% | +1.4% |
| 3M | +0.8% | -14.3% | +15.2% | +2.8% |
| 6M | +1.9% | -15.1% | +17.0% | +3.9% |
| YTD | +2.3% | -8.3% | +10.6% | +2.9% |
| 1Y | +4.1% | -0.7% | +4.9% | +3.4% |
| 3Y | +27.8% | +6.0% | +21.8% | +23.7% |
| 5Y | +21.5% | +12.5% | +9.0% | +14.3% |
| All | +21.5% | +13.4% | +8.1% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling