+49.7%
USHY vs VICR
+705.7%
-656.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -0.5% | -15.6% | +15.0% | +0.1% |
| 3M | +0.5% | -35.4% | +35.9% | +1.9% |
| 6M | +1.5% | +1.3% | +0.2% | 0.0% |
| YTD | +1.7% | +62.5% | -60.7% | -2.3% |
| 1Y | +3.5% | +255.5% | -251.9% | -4.7% |
| 3Y | +27.2% | +182.0% | -154.8% | +15.9% |
| 5Y | +21.0% | +42.9% | -21.9% | +11.1% |
| All | +49.7% | +705.7% | -656.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling