+148.0%
SN vs USHY
+1.9%
+146.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.4% |
| 7D | +1.5% | -0.4% | +2.0% | +3.9% |
| 30D | +21.5% | +0.6% | +20.9% | +17.8% |
| 3M | +20.0% | -2.0% | +22.0% | +35.6% |
| 6M | +119.9% | -0.5% | +120.5% | +127.6% |
| YTD | +102.3% | +0.6% | +101.7% | +97.0% |
| 1Y | +148.0% | +2.1% | +145.9% | +116.8% |
| All | +148.0% | +1.9% | +146.1% | +116.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling