+327.2%
SMH vs USHY
+20.9%
+306.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +0.3% | -0.7% | +1.0% | +2.3% |
| 30D | -2.8% | -0.7% | -2.1% | -0.8% |
| 3M | -6.7% | +0.1% | -6.8% | -6.6% |
| 6M | +41.8% | +1.8% | +40.0% | +36.2% |
| YTD | +57.9% | +1.8% | +56.1% | +52.1% |
| 1Y | +87.6% | +3.3% | +84.4% | +74.1% |
| 3Y | +282.9% | +27.0% | +256.0% | +115.7% |
| All | +327.2% | +20.9% | +306.3% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling