+20.7%
USHY vs VIG
+63.0%
-42.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -0.7% | -2.7% | +2.1% | +0.4% |
| 3M | +0.1% | +2.5% | -2.5% | -0.9% |
| 6M | +1.8% | +9.2% | -7.5% | -1.6% |
| YTD | +1.8% | +9.8% | -8.1% | -1.9% |
| 1Y | +3.3% | +12.4% | -9.1% | -1.4% |
| 3Y | +27.0% | +55.9% | -28.9% | +5.3% |
| All | +20.7% | +63.0% | -42.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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