+95.3%
SW vs USHY
+48.0%
+47.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.9% | -0.4% | -2.5% | -2.5% |
| 30D | +5.0% | +0.6% | +4.4% | +4.4% |
| 3M | -13.7% | -2.0% | -11.7% | -11.7% |
| 6M | +8.0% | -0.5% | +8.6% | +9.0% |
| YTD | +14.0% | +0.6% | +13.4% | +13.9% |
| 1Y | +25.6% | +2.1% | +23.5% | +23.7% |
| 3Y | +40.1% | +25.3% | +14.8% | +17.1% |
| 5Y | -2.6% | +19.7% | -22.3% | -15.0% |
| All | +95.3% | +48.0% | +47.3% | +42.8% |
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