+49.7%
USHY vs VYM
+155.2%
-105.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.7% | -1.9% | +1.1% | -0.1% |
| 30D | -0.5% | -2.6% | +2.1% | +0.3% |
| 3M | +0.5% | +3.6% | -3.1% | -0.7% |
| 6M | +1.5% | +8.7% | -7.2% | -1.4% |
| YTD | +1.7% | +14.1% | -12.4% | -2.8% |
| 1Y | +3.5% | +17.8% | -14.3% | -2.3% |
| 3Y | +27.2% | +64.5% | -37.4% | +6.3% |
| 5Y | +21.0% | +77.5% | -56.5% | -1.9% |
| All | +49.7% | +155.2% | -105.5% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling