+452.3%
SIMO vs USHY
+27.8%
+424.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.3% |
| 7D | +14.6% | 0.0% | +14.6% | +14.5% |
| 30D | +6.2% | 0.0% | +6.2% | +6.4% |
| 3M | +3.6% | +1.2% | +2.4% | +0.2% |
| 6M | +130.8% | +2.6% | +128.2% | +113.8% |
| YTD | +195.8% | +2.4% | +193.3% | +176.1% |
| 1Y | +225.0% | +4.2% | +220.8% | +189.4% |
| 3Y | +452.3% | +28.0% | +424.3% | +258.6% |
| All | +452.3% | +27.8% | +424.5% | +258.6% |
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