+236.3%
SIMO vs USHY
+4.1%
+232.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +3.0% |
| 7D | +14.5% | -0.1% | +14.6% | +15.2% |
| 30D | +20.4% | 0.0% | +20.5% | +20.8% |
| 3M | +7.1% | +0.8% | +6.3% | +3.2% |
| 6M | +129.2% | +1.9% | +127.3% | +112.8% |
| YTD | +201.9% | +2.3% | +199.7% | +173.3% |
| All | +236.3% | +4.1% | +232.3% | +158.8% |
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