+319.5%
SN vs USHY
+28.1%
+291.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -9.3% | -0.1% | -9.2% | -8.8% |
| 30D | -4.8% | +0.1% | -4.9% | -5.0% |
| 3M | +40.4% | +0.8% | +39.6% | +36.5% |
| 6M | +50.9% | +1.7% | +49.2% | +42.8% |
| YTD | +54.9% | +2.5% | +52.5% | +42.9% |
| 1Y | +43.0% | +4.4% | +38.6% | +23.7% |
| 3Y | +391.8% | +27.4% | +364.5% | +196.7% |
| All | +319.5% | +28.1% | +291.5% | +155.2% |
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