+282.9%
SMH vs USHY
+27.0%
+255.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +0.3% | -0.7% | +1.0% | +3.0% |
| 30D | -2.8% | -0.7% | -2.1% | -0.1% |
| 3M | -6.7% | +0.1% | -6.8% | -6.6% |
| 6M | +41.8% | +1.8% | +40.0% | +34.2% |
| YTD | +57.9% | +1.8% | +56.1% | +49.9% |
| 1Y | +87.6% | +3.3% | +84.4% | +69.4% |
| 3Y | +282.9% | +27.0% | +256.0% | +106.8% |
| All | +282.9% | +27.0% | +255.9% | +106.8% |
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 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