-13.6%
SOUN vs USHY
+31.1%
-44.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -0.6% |
| 7D | -4.4% | -0.1% | -4.3% | -3.9% |
| 30D | -13.1% | 0.0% | -13.1% | -12.8% |
| 3M | -7.7% | +0.8% | -8.5% | -10.3% |
| 6M | -21.2% | +1.9% | -23.1% | -25.7% |
| YTD | -35.0% | +2.3% | -37.3% | -39.3% |
| 1Y | -56.4% | +4.1% | -60.5% | -61.8% |
| 3Y | +181.7% | +27.8% | +154.0% | +39.0% |
| All | -13.6% | +31.1% | -44.7% | -38.8% |
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 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