+48.0%
USHY vs URA
+234.0%
-186.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -0.4% | -1.5% | +1.1% | -0.3% |
| 30D | +0.6% | -10.4% | +11.0% | +1.4% |
| 3M | -2.0% | -29.6% | +27.6% | +0.7% |
| 6M | -0.5% | -40.3% | +39.7% | +3.4% |
| YTD | +0.6% | -25.5% | +26.1% | +2.0% |
| 1Y | +2.1% | -26.4% | +28.6% | +3.5% |
| 3Y | +25.3% | +31.4% | -6.1% | +17.8% |
| 5Y | +19.7% | +28.6% | -8.9% | +10.7% |
| All | +48.0% | +234.0% | -186.0% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling