+50.7%
USHY vs TXT
+48.1%
+2.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | -4.8% | +4.7% | +0.5% |
| 30D | +0.1% | -10.6% | +10.7% | +1.6% |
| 3M | +0.8% | -13.2% | +14.0% | +2.6% |
| 6M | +1.7% | -20.3% | +22.1% | +4.6% |
| YTD | +2.5% | -9.3% | +11.7% | +3.3% |
| 1Y | +4.4% | -2.7% | +7.1% | +4.2% |
| 3Y | +27.4% | +1.4% | +26.0% | +25.2% |
| 5Y | +21.7% | +9.6% | +12.2% | +17.1% |
| All | +50.7% | +48.1% | +2.6% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling