+50.4%
USHY vs VIG
+188.2%
-137.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.1% | -1.2% | +1.0% | +0.3% |
| 30D | 0.0% | -2.8% | +2.8% | +1.0% |
| 3M | +0.8% | +2.5% | -1.6% | -0.1% |
| 6M | +1.9% | +8.1% | -6.2% | -0.9% |
| YTD | +2.3% | +9.6% | -7.3% | -1.1% |
| 1Y | +4.1% | +14.2% | -10.0% | -0.8% |
| 3Y | +27.8% | +56.1% | -28.3% | +8.0% |
| 5Y | +21.5% | +62.8% | -41.3% | +0.5% |
| All | +50.4% | +188.2% | -137.8% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling