+27.1%
SW vs USHY
+1.2%
+25.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | -0.3% | +2.6% | +3.5% |
| 30D | +6.8% | 0.0% | +6.8% | +6.5% |
| 3M | -5.2% | -2.4% | -2.8% | +7.4% |
| 6M | +7.4% | -1.6% | +9.1% | +17.2% |
| YTD | +17.4% | -0.2% | +17.6% | +20.7% |
| 1Y | +27.1% | +1.2% | +25.8% | +21.5% |
| All | +27.1% | +1.2% | +25.9% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling