+49.7%
USHY vs VYM
+156.9%
-107.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -0.7% | -2.2% | +1.6% | +0.1% |
| 3M | +0.1% | +3.1% | -3.0% | -1.0% |
| 6M | +1.8% | +9.7% | -7.9% | -1.5% |
| YTD | +1.8% | +14.9% | -13.1% | -3.0% |
| 1Y | +3.3% | +17.6% | -14.3% | -2.4% |
| 3Y | +27.0% | +65.3% | -38.3% | +5.9% |
| 5Y | +21.0% | +78.7% | -57.7% | -2.1% |
| All | +49.7% | +156.9% | -107.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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