+228.5%
SPGI vs USHY
+48.0%
+180.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +1.2% | -0.4% | +1.7% | +2.1% |
| 30D | +15.9% | +0.6% | +15.3% | +14.6% |
| 3M | +12.3% | -2.0% | +14.3% | +16.9% |
| 6M | +23.7% | -0.5% | +24.2% | +25.0% |
| YTD | -3.5% | +0.6% | -4.2% | -4.7% |
| 1Y | +0.4% | +2.1% | -1.7% | -3.7% |
| 3Y | +29.9% | +25.3% | +4.6% | -16.0% |
| 5Y | +15.2% | +19.7% | -4.5% | -16.4% |
| All | +228.5% | +48.0% | +180.5% | +66.2% |
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 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