+103.1%
SW vs USHY
+46.9%
+56.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | +4.7% | -0.5% | +5.2% | +5.3% |
| 30D | +5.0% | -0.1% | +5.1% | +5.1% |
| 3M | -7.3% | -2.5% | -4.9% | -4.7% |
| 6M | +15.0% | -1.3% | +16.3% | +17.0% |
| YTD | +18.5% | -0.2% | +18.7% | +19.4% |
| 1Y | +27.1% | +1.3% | +25.8% | +26.3% |
| 3Y | +49.3% | +23.4% | +25.9% | +26.6% |
| 5Y | -1.6% | +18.1% | -19.7% | -13.0% |
| All | +103.1% | +46.9% | +56.3% | +49.8% |
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 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