+99.4%
SYK vs USHY
+49.7%
+49.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.0% |
| 7D | -12.3% | -0.7% | -11.6% | -11.1% |
| 30D | -22.4% | -0.5% | -21.9% | -21.6% |
| 3M | -12.3% | +0.5% | -12.9% | -13.2% |
| 6M | -24.3% | +1.5% | -25.8% | -26.4% |
| YTD | -22.8% | +1.7% | -24.5% | -25.2% |
| 1Y | -28.8% | +3.5% | -32.3% | -33.3% |
| 3Y | -4.0% | +27.2% | -31.1% | -38.1% |
| 5Y | +3.8% | +21.0% | -17.1% | -24.7% |
| All | +99.4% | +49.7% | +49.7% | -0.4% |
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