+49.7%
USHY vs XLRE
+80.0%
-30.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -0.7% | -2.4% | +1.7% | -0.1% |
| 3M | +0.1% | -2.5% | +2.5% | +0.6% |
| 6M | +1.8% | +4.0% | -2.2% | +0.5% |
| YTD | +1.8% | +9.3% | -7.5% | -0.8% |
| 1Y | +3.3% | +5.6% | -2.3% | +1.5% |
| 3Y | +27.0% | +31.3% | -4.3% | +16.5% |
| 5Y | +21.0% | +9.5% | +11.5% | +15.7% |
| All | +49.7% | +80.0% | -30.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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