+101.2%
SW vs USHY
+46.9%
+54.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | -0.3% | +2.6% | +2.6% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | -5.2% | -2.4% | -2.8% | -2.6% |
| 6M | +7.4% | -1.6% | +9.1% | +9.7% |
| YTD | +17.4% | -0.2% | +17.6% | +18.3% |
| 1Y | +27.1% | +1.2% | +25.8% | +26.3% |
| 3Y | +47.9% | +24.1% | +23.7% | +24.8% |
| 5Y | -2.6% | +18.1% | -20.6% | -13.8% |
| All | +101.2% | +46.9% | +54.3% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling