+139.1%
SAP vs USHY
+48.0%
+91.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | +0.6% | -0.4% | +1.0% | +1.4% |
| 30D | +6.5% | +0.6% | +5.9% | +5.4% |
| 3M | +12.2% | -2.0% | +14.2% | +16.5% |
| 6M | +46.1% | -0.5% | +46.6% | +47.5% |
| YTD | -1.6% | +0.6% | -2.2% | -2.5% |
| 1Y | -5.1% | +2.1% | -7.2% | -8.6% |
| 3Y | +68.4% | +25.3% | +43.0% | +13.2% |
| 5Y | +79.4% | +19.7% | +59.7% | +33.4% |
| All | +139.1% | +48.0% | +91.1% | +29.8% |
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