+158.8%
SO vs USHY
+48.0%
+110.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.4% |
| 7D | +1.4% | -0.4% | +1.8% | +1.9% |
| 30D | +4.7% | +0.6% | +4.1% | +3.9% |
| 3M | +1.7% | -2.0% | +3.7% | +4.3% |
| 6M | +2.2% | -0.5% | +2.7% | +2.8% |
| YTD | +10.0% | +0.6% | +9.4% | +9.0% |
| 1Y | +6.0% | +2.1% | +3.9% | +3.1% |
| 3Y | +54.1% | +25.3% | +28.8% | +14.5% |
| 5Y | +79.6% | +19.7% | +59.9% | +44.0% |
| All | +158.8% | +48.0% | +110.8% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling