+12.0%
SHW vs USHY
+20.9%
-8.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.1% | -0.7% | -2.4% | -1.8% |
| 30D | -10.0% | -0.7% | -9.4% | -8.8% |
| 3M | +2.3% | +0.1% | +2.2% | +2.3% |
| 6M | +0.7% | +1.8% | -1.1% | -2.1% |
| YTD | +0.5% | +1.8% | -1.3% | -2.3% |
| 1Y | -11.5% | +3.3% | -14.8% | -16.2% |
| 3Y | +21.3% | +27.0% | -5.6% | -18.5% |
| All | +12.0% | +20.9% | -8.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling