-16.5%
SOUN vs USHY
+30.5%
-47.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -7.1% | -0.7% | -6.4% | -4.4% |
| 30D | -15.4% | -0.7% | -14.7% | -12.9% |
| 3M | -10.6% | +0.1% | -10.6% | -10.2% |
| 6M | -19.6% | +1.8% | -21.4% | -23.7% |
| YTD | -37.2% | +1.8% | -39.0% | -40.2% |
| 1Y | -57.1% | +3.3% | -60.4% | -61.2% |
| 3Y | +178.2% | +27.0% | +151.3% | +40.6% |
| All | -16.5% | +30.5% | -47.1% | -39.7% |
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 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