-14.4%
SMR vs USHY
+24.8%
-39.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -15.7% |
| 7D | -11.2% | -0.7% | -10.6% | -9.4% |
| 30D | -10.2% | -0.7% | -9.5% | -8.3% |
| 3M | -10.0% | +0.1% | -10.1% | -9.6% |
| 6M | -30.5% | +1.8% | -32.2% | -32.2% |
| YTD | -39.2% | +1.8% | -41.0% | -40.6% |
| 1Y | -75.5% | +3.3% | -78.8% | -76.7% |
| 3Y | +45.4% | +27.0% | +18.5% | +0.5% |
| All | -14.4% | +24.8% | -39.2% | -45.1% |
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 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