+49.7%
USHY vs VO
+149.3%
-99.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -0.7% | -3.0% | +2.4% | +0.3% |
| 3M | +0.1% | +2.8% | -2.8% | -0.9% |
| 6M | +1.8% | +10.9% | -9.2% | -1.7% |
| YTD | +1.8% | +12.5% | -10.7% | -2.1% |
| 1Y | +3.3% | +12.0% | -8.7% | -0.6% |
| 3Y | +27.0% | +56.3% | -29.3% | +8.7% |
| 5Y | +21.0% | +42.9% | -21.9% | +5.5% |
| All | +49.7% | +149.3% | -99.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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