+343.5%
SCHG vs USHY
+49.7%
+293.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -0.7% | -0.4% | +0.3% |
| 30D | -1.3% | -0.7% | -0.6% | +0.1% |
| 3M | +5.4% | +0.1% | +5.4% | +5.4% |
| 6M | +14.4% | +1.8% | +12.6% | +10.8% |
| YTD | +8.0% | +1.8% | +6.3% | +4.7% |
| 1Y | +12.7% | +3.3% | +9.4% | +6.3% |
| 3Y | +85.6% | +27.0% | +58.6% | +19.6% |
| 5Y | +85.5% | +21.0% | +64.5% | +33.7% |
| All | +343.5% | +49.7% | +293.8% | +127.6% |
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