+244.5%
SPYM vs USHY
+50.4%
+194.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.1% |
| 7D | -0.4% | -0.1% | -0.2% | -0.1% |
| 30D | -1.4% | 0.0% | -1.3% | -1.3% |
| 3M | +3.7% | +0.8% | +2.9% | +2.3% |
| 6M | +13.0% | +1.9% | +11.1% | +9.5% |
| YTD | +12.5% | +2.3% | +10.2% | +8.4% |
| 1Y | +18.6% | +4.1% | +14.5% | +10.8% |
| 3Y | +78.0% | +27.8% | +50.3% | +18.5% |
| 5Y | +82.3% | +21.5% | +60.8% | +34.6% |
| All | +244.5% | +50.4% | +194.0% | +82.7% |
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 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