+60.2%
SO vs USHY
+21.5%
+38.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | -4.2% | +0.8% | -5.0% | -4.8% |
| 6M | -7.7% | +1.9% | -9.6% | -9.0% |
| YTD | +3.8% | +2.3% | +1.5% | +2.1% |
| 1Y | +0.1% | +4.1% | -4.1% | -3.0% |
| 3Y | +44.2% | +27.8% | +16.4% | +19.5% |
| All | +60.2% | +21.5% | +38.7% | +33.2% |
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 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