+50.7%
USHY vs USFR
+26.3%
+24.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | 0.0% | +0.3% | -0.3% | -0.1% |
| 3M | +1.2% | +1.0% | +0.2% | +0.9% |
| 6M | +2.6% | +1.9% | +0.7% | +2.2% |
| YTD | +2.4% | +2.7% | -0.2% | +1.8% |
| 1Y | +4.2% | +4.0% | +0.2% | +3.2% |
| 3Y | +28.0% | +14.0% | +14.0% | +24.3% |
| 5Y | +21.8% | +20.4% | +1.4% | +16.6% |
| All | +50.7% | +26.3% | +24.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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