+4,789.7%
SITM vs USHY
+37.6%
+4,752.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +3.9% | -0.7% | +4.5% | +6.2% |
| 30D | -6.6% | -0.7% | -5.9% | -4.5% |
| 3M | -11.9% | +0.1% | -11.9% | -11.8% |
| 6M | +81.1% | +1.8% | +79.4% | +73.5% |
| YTD | +80.0% | +1.8% | +78.2% | +72.9% |
| 1Y | +145.8% | +3.3% | +142.5% | +126.7% |
| 3Y | +475.9% | +27.0% | +448.9% | +206.6% |
| 5Y | +189.2% | +21.0% | +168.2% | +86.8% |
| All | +4,789.7% | +37.6% | +4,752.1% | +4,783.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling