+49.7%
USHY vs WTW
+117.1%
-67.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -5.7% | +5.0% | +0.1% |
| 30D | -0.7% | -7.3% | +6.6% | +0.3% |
| 3M | +0.1% | +21.5% | -21.4% | -2.9% |
| 6M | +1.8% | +9.6% | -7.9% | 0.0% |
| YTD | +1.8% | -3.3% | +5.1% | +1.7% |
| 1Y | +3.3% | -6.1% | +9.4% | +3.7% |
| 3Y | +27.0% | +61.8% | -34.9% | +14.8% |
| 5Y | +21.0% | +42.7% | -21.7% | +11.0% |
| All | +49.7% | +117.1% | -67.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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