+167.4%
SHW vs USHY
+50.7%
+116.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -11.6% | 0.0% | -11.6% | -11.5% |
| 3M | +9.1% | +1.2% | +8.0% | +7.2% |
| 6M | -0.7% | +2.6% | -3.3% | -4.6% |
| YTD | +1.4% | +2.4% | -1.1% | -2.4% |
| 1Y | -12.3% | +4.2% | -16.5% | -18.0% |
| 3Y | +23.4% | +28.0% | -4.7% | -17.4% |
| 5Y | +15.0% | +21.8% | -6.8% | -15.2% |
| All | +167.4% | +50.7% | +116.7% | +43.4% |
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