+19.9%
USHY vs SAN
+294.0%
-274.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.4% | +4.0% | -4.4% | -0.8% |
| 30D | +0.6% | -7.8% | +8.4% | +1.3% |
| 3M | -2.0% | -16.4% | +14.4% | -0.4% |
| 6M | -0.5% | +3.5% | -4.1% | -1.2% |
| YTD | +0.6% | +6.7% | -6.1% | -0.7% |
| 1Y | +2.1% | +14.5% | -12.4% | 0.0% |
| 3Y | +25.3% | +243.5% | -218.2% | +7.0% |
| All | +19.9% | +294.0% | -274.1% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling