+48.0%
USHY vs Z
-26.9%
+74.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.3% |
| 7D | -0.4% | +0.8% | -1.3% | -0.5% |
| 30D | +0.6% | +5.2% | -4.6% | +0.1% |
| 3M | -2.0% | -17.0% | +15.0% | -1.1% |
| 6M | -0.5% | -22.7% | +22.1% | +0.6% |
| YTD | +0.6% | -56.3% | +56.9% | +5.2% |
| 1Y | +2.1% | -57.7% | +59.8% | +7.0% |
| 3Y | +25.3% | -16.5% | +41.9% | +23.7% |
| 5Y | +19.7% | -53.4% | +73.1% | +20.1% |
| All | +48.0% | -26.9% | +74.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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