+16.4%
SPGI vs USHY
+27.6%
-11.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.1% |
| 7D | -3.1% | -0.1% | -3.0% | -2.8% |
| 30D | +2.0% | 0.0% | +2.1% | +2.1% |
| 3M | +4.3% | +0.8% | +3.5% | +2.5% |
| 6M | -0.2% | +1.9% | -2.2% | -4.3% |
| YTD | -14.8% | +2.3% | -17.0% | -18.8% |
| 1Y | -18.5% | +4.1% | -22.7% | -25.6% |
| All | +16.4% | +27.6% | -11.3% | -29.4% |
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