+43.8%
SO vs USHY
+27.6%
+16.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | -2.5% | 0.0% | -2.4% | -2.4% |
| 3M | -4.2% | +0.8% | -5.0% | -4.8% |
| 6M | -7.7% | +1.9% | -9.6% | -9.1% |
| YTD | +3.8% | +2.3% | +1.5% | +1.9% |
| 1Y | +0.1% | +4.1% | -4.1% | -3.4% |
| All | +43.8% | +27.6% | +16.1% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling