+49.7%
USHY vs VICR
+795.5%
-745.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -0.5% |
| 7D | -0.7% | +5.0% | -5.6% | -0.9% |
| 30D | -0.7% | -12.5% | +11.8% | -0.2% |
| 3M | +0.1% | -33.6% | +33.7% | +1.3% |
| 6M | +1.8% | +10.7% | -8.9% | -0.1% |
| YTD | +1.8% | +80.6% | -78.8% | -2.7% |
| 1Y | +3.3% | +288.4% | -285.1% | -5.4% |
| 3Y | +27.0% | +213.8% | -186.8% | +15.2% |
| 5Y | +21.0% | +58.8% | -37.8% | +10.6% |
| All | +49.7% | +795.5% | -745.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling