+11.1%
SMR vs USHY
+25.6%
-14.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | 0.0% | +15.3% | +15.3% |
| 7D | +21.4% | 0.0% | +21.4% | +21.3% |
| 30D | +13.8% | 0.0% | +13.9% | +14.1% |
| 3M | +3.9% | +1.2% | +2.8% | +1.2% |
| 6M | -4.2% | +2.6% | -6.8% | -8.8% |
| YTD | -21.1% | +2.4% | -23.5% | -24.3% |
| 1Y | -67.1% | +4.2% | -71.3% | -69.5% |
| 3Y | +88.9% | +28.0% | +60.8% | +27.8% |
| All | +11.1% | +25.6% | -14.5% | -30.0% |
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