+86.5%
SYY vs USHY
+50.4%
+36.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.5% |
| 7D | -0.2% | -0.1% | -0.1% | 0.0% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | +5.9% | +0.8% | +5.0% | +4.2% |
| 6M | -2.3% | +1.9% | -4.2% | -5.8% |
| YTD | +13.1% | +2.3% | +10.8% | +8.5% |
| 1Y | +3.8% | +4.1% | -0.4% | -3.8% |
| 3Y | +26.7% | +27.8% | -1.1% | -19.8% |
| 5Y | +19.4% | +21.5% | -2.1% | -14.2% |
| All | +86.5% | +50.4% | +36.0% | -4.2% |
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