+50.7%
USHY vs SAN
+186.2%
-135.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | +3.3% | -3.3% | -0.3% |
| 30D | 0.0% | +1.1% | -1.1% | -0.2% |
| 3M | +1.2% | +22.2% | -21.1% | -1.1% |
| 6M | +2.6% | +36.0% | -33.4% | -1.0% |
| YTD | +2.4% | +28.2% | -25.8% | -0.7% |
| 1Y | +4.2% | +54.1% | -49.9% | -1.1% |
| 3Y | +28.0% | +354.2% | -326.2% | +6.4% |
| 5Y | +21.8% | +387.3% | -365.5% | -1.2% |
| All | +50.7% | +186.2% | -135.5% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling