-46.2%
SE vs USHY
+1.9%
-48.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.5% |
| 7D | -0.5% | -0.4% | -0.1% | +1.1% |
| 30D | -20.9% | +0.6% | -21.5% | -22.4% |
| 3M | -38.9% | -2.0% | -36.9% | -33.9% |
| 6M | -19.4% | -0.5% | -18.9% | -17.5% |
| YTD | -40.9% | +0.6% | -41.5% | -42.8% |
| 1Y | -46.2% | +2.1% | -48.3% | -50.5% |
| All | -46.2% | +1.9% | -48.0% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling