+56.2%
SAP vs USHY
+21.5%
+34.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | -0.3% | -0.1% | -0.1% | 0.0% |
| 30D | +0.3% | 0.0% | +0.3% | +0.4% |
| 3M | +16.9% | +0.8% | +16.0% | +15.1% |
| 6M | +6.3% | +1.9% | +4.4% | +2.8% |
| YTD | -12.4% | +2.3% | -14.7% | -15.8% |
| 1Y | -21.6% | +4.1% | -25.8% | -27.1% |
| 3Y | +54.8% | +27.8% | +27.0% | +1.5% |
| 5Y | +56.2% | +21.5% | +34.7% | +26.5% |
| All | +56.2% | +21.5% | +34.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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