+185.0%
SU vs USHY
+49.7%
+135.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +1.7% | -0.7% | +2.4% | +3.0% |
| 30D | +9.6% | -0.5% | +10.2% | +10.6% |
| 3M | +11.7% | +0.5% | +11.2% | +10.5% |
| 6M | +21.9% | +1.5% | +20.4% | +18.0% |
| YTD | +58.6% | +1.7% | +56.9% | +52.8% |
| 1Y | +66.5% | +3.5% | +63.0% | +55.3% |
| 3Y | +121.4% | +27.2% | +94.3% | +42.2% |
| 5Y | +355.7% | +21.0% | +334.7% | +229.6% |
| All | +185.0% | +49.7% | +135.4% | +56.9% |
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