+50.7%
USHY vs VO
+151.8%
-101.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | 0.0% | -1.1% | +1.0% | +0.3% |
| 3M | +1.2% | +4.5% | -3.4% | -0.3% |
| 6M | +2.6% | +11.1% | -8.4% | -0.9% |
| YTD | +2.4% | +13.5% | -11.1% | -1.8% |
| 1Y | +4.2% | +14.5% | -10.3% | -0.4% |
| 3Y | +28.0% | +58.1% | -30.1% | +9.2% |
| 5Y | +21.8% | +43.3% | -21.5% | +6.1% |
| All | +50.7% | +151.8% | -101.0% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling