+143.6%
SO vs USHY
+50.7%
+92.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | -0.1% | 0.0% | 0.0% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | -3.0% | +0.8% | -3.9% | -4.1% |
| 6M | -8.3% | +1.7% | -10.0% | -10.3% |
| YTD | +3.5% | +2.5% | +1.1% | +0.3% |
| 1Y | -0.9% | +4.4% | -5.3% | -6.3% |
| 3Y | +45.4% | +27.4% | +18.0% | +5.9% |
| 5Y | +59.6% | +21.7% | +37.9% | +25.5% |
| All | +143.6% | +50.7% | +92.9% | +38.7% |
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