+21.5%
USHY vs URA
+132.7%
-111.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | -0.1% | +5.7% | -5.9% | -0.5% |
| 30D | 0.0% | +5.6% | -5.6% | -0.5% |
| 3M | +0.8% | +6.2% | -5.4% | +0.3% |
| 6M | +1.9% | -8.2% | +10.2% | +2.1% |
| YTD | +2.3% | +9.7% | -7.4% | +0.8% |
| 1Y | +4.1% | +17.0% | -12.8% | +1.7% |
| 3Y | +27.8% | +118.5% | -90.7% | +16.3% |
| 5Y | +21.5% | +134.3% | -112.8% | +8.3% |
| All | +21.5% | +132.7% | -111.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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