+48.2%
USHY vs VT
+161.0%
-112.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +0.2% | -2.6% | +2.8% | +1.1% |
| 3M | -1.7% | -3.2% | +1.6% | -0.6% |
| 6M | -0.6% | +0.9% | -1.6% | -1.2% |
| YTD | +0.8% | +11.3% | -10.5% | -3.3% |
| 1Y | +2.1% | +14.0% | -11.9% | -2.9% |
| 3Y | +26.0% | +75.8% | -49.9% | +1.6% |
| 5Y | +19.2% | +57.8% | -38.6% | -1.0% |
| All | +48.2% | +161.0% | -112.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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