+83.3%
SPYM vs USHY
+20.9%
+62.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -0.7% | -0.4% | +0.1% |
| 30D | -1.3% | -0.7% | -0.7% | -0.2% |
| 3M | +3.6% | +0.1% | +3.5% | +3.6% |
| 6M | +13.3% | +1.8% | +11.5% | +10.2% |
| YTD | +12.4% | +1.8% | +10.7% | +9.4% |
| 1Y | +17.3% | +3.3% | +14.0% | +11.3% |
| 3Y | +76.8% | +27.0% | +49.8% | +22.6% |
| All | +83.3% | +20.9% | +62.4% | +52.7% |
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