+184.3%
SE vs USHY
+27.6%
+156.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.6% |
| 7D | -3.6% | -0.1% | -3.5% | -3.3% |
| 30D | -5.3% | 0.0% | -5.3% | -5.2% |
| 3M | +28.1% | +0.8% | +27.2% | +25.5% |
| 6M | +20.7% | +1.9% | +18.7% | +15.4% |
| YTD | -14.8% | +2.3% | -17.0% | -19.1% |
| 1Y | -43.6% | +4.1% | -47.7% | -48.7% |
| All | +184.3% | +27.6% | +156.6% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling