+3.0%
USHY vs WOLF
+39.8%
-36.9%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.7% | +7.2% | -0.4% |
| 7D | -0.7% | -6.2% | +5.5% | -0.7% |
| 30D | -0.5% | -16.5% | +15.9% | -0.4% |
| 3M | +0.5% | -42.0% | +42.5% | +0.8% |
| 6M | +1.5% | +51.8% | -50.3% | +0.7% |
| YTD | +1.7% | +44.6% | -42.8% | +0.9% |
| All | +3.0% | +39.8% | -36.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling