+49.7%
USHY vs SAN
+188.1%
-138.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -0.7% | +0.9% | -1.6% | -0.8% |
| 3M | +0.1% | +19.1% | -19.1% | -1.9% |
| 6M | +1.8% | +33.2% | -31.4% | -1.6% |
| YTD | +1.8% | +29.1% | -27.3% | -1.5% |
| 1Y | +3.3% | +50.2% | -47.0% | -1.7% |
| 3Y | +27.0% | +351.0% | -324.1% | +5.6% |
| 5Y | +21.0% | +394.7% | -373.7% | -2.0% |
| All | +49.7% | +188.1% | -138.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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