+10.5%
USHY vs ZYBT
-58.9%
+69.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.7% | -3.7% | +3.0% | -0.7% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | +0.1% | +72.2% | -72.2% | 0.0% |
| 6M | +1.8% | +103.1% | -101.4% | +1.4% |
| YTD | +1.8% | +34.8% | -33.0% | +1.6% |
| 1Y | +3.3% | -83.2% | +86.5% | +4.1% |
| All | +10.5% | -58.9% | +69.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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