+657.8%
SE vs USHY
+49.7%
+608.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -5.2% | -0.7% | -4.5% | -3.4% |
| 30D | -17.1% | -0.7% | -16.4% | -15.5% |
| 3M | +24.0% | +0.1% | +23.9% | +23.9% |
| 6M | +21.0% | +1.8% | +19.2% | +15.8% |
| YTD | -16.7% | +1.8% | -18.5% | -20.2% |
| 1Y | -45.9% | +3.3% | -49.2% | -50.2% |
| 3Y | +177.8% | +27.0% | +150.9% | +47.3% |
| 5Y | -67.4% | +21.0% | -88.4% | -79.1% |
| All | +657.8% | +49.7% | +608.1% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling