+119.0%
SAP vs USHY
+50.7%
+68.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -2.9% | -0.1% | -2.8% | -2.6% |
| 30D | +9.0% | +0.1% | +8.9% | +8.9% |
| 3M | +14.9% | +0.8% | +14.1% | +13.2% |
| 6M | +11.9% | +1.7% | +10.2% | +8.5% |
| YTD | -9.9% | +2.5% | -12.4% | -13.7% |
| 1Y | -19.5% | +4.4% | -23.9% | -25.5% |
| 3Y | +61.8% | +27.4% | +34.4% | +5.6% |
| 5Y | +56.2% | +21.7% | +34.4% | +12.7% |
| All | +119.0% | +50.7% | +68.2% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling