+72.5%
SMR vs USHY
+27.0%
+45.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -2.0% |
| 7D | +4.7% | -0.7% | +5.5% | +10.6% |
| 30D | +3.2% | -0.5% | +3.8% | +7.9% |
| 3M | +9.9% | +0.5% | +9.4% | +7.4% |
| 6M | -15.1% | +1.5% | -16.6% | -20.0% |
| YTD | -27.9% | +1.7% | -29.7% | -32.6% |
| 1Y | -70.2% | +3.5% | -73.8% | -74.7% |
| All | +72.5% | +27.0% | +45.5% | -46.5% |
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