+10.7%
USHY vs SARO
-22.5%
+33.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -0.7% | -12.2% | +11.6% | +0.1% |
| 3M | +0.1% | -7.4% | +7.4% | +0.4% |
| 6M | +1.8% | -15.3% | +17.0% | +2.5% |
| YTD | +1.8% | -16.2% | +18.0% | +2.5% |
| 1Y | +3.3% | -12.1% | +15.4% | +3.6% |
| All | +10.7% | -22.5% | +33.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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