+309.7%
SN vs USHY
+27.8%
+281.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -2.6% |
| 7D | -3.4% | -0.1% | -3.3% | -2.8% |
| 30D | -9.1% | 0.0% | -9.0% | -8.7% |
| 3M | +31.8% | +0.8% | +30.9% | +28.0% |
| 6M | +52.0% | +1.9% | +50.1% | +43.0% |
| YTD | +51.3% | +2.3% | +49.0% | +40.8% |
| 1Y | +46.9% | +4.1% | +42.7% | +28.3% |
| 3Y | +394.9% | +27.8% | +367.1% | +203.7% |
| All | +309.7% | +27.8% | +281.9% | +151.4% |
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 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