+1,168.2%
SMH vs USHY
+50.4%
+1,117.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.6% |
| 7D | +4.3% | -0.1% | +4.5% | +4.7% |
| 30D | +0.9% | 0.0% | +0.9% | +1.0% |
| 3M | -2.8% | +0.8% | -3.7% | -4.5% |
| 6M | +45.6% | +1.9% | +43.7% | +40.2% |
| YTD | +59.5% | +2.3% | +57.2% | +52.7% |
| 1Y | +93.4% | +4.1% | +89.3% | +77.7% |
| 3Y | +287.1% | +27.8% | +259.3% | +128.0% |
| 5Y | +338.0% | +21.5% | +316.5% | +199.4% |
| All | +1,168.2% | +50.4% | +1,117.8% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling