+699.5%
SE vs USHY
+50.7%
+648.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -6.1% | -0.1% | -6.0% | -5.8% |
| 30D | -2.5% | +0.1% | -2.5% | -2.7% |
| 3M | +21.7% | +0.8% | +20.9% | +19.2% |
| 6M | +27.0% | +1.7% | +25.3% | +21.6% |
| YTD | -12.1% | +2.5% | -14.6% | -17.4% |
| 1Y | -40.9% | +4.4% | -45.3% | -47.2% |
| 3Y | +191.0% | +27.4% | +163.6% | +52.9% |
| 5Y | -68.3% | +21.7% | -90.0% | -80.0% |
| All | +699.5% | +50.7% | +648.8% | +249.5% |
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 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