+49.7%
USHY vs SBAC
+39.1%
+10.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -0.7% | +2.0% | -2.7% | -0.9% |
| 3M | +0.1% | -8.3% | +8.4% | +1.0% |
| 6M | +1.8% | +0.3% | +1.5% | +1.2% |
| YTD | +1.8% | -2.2% | +4.0% | +1.4% |
| 1Y | +3.3% | -4.6% | +7.9% | +3.2% |
| 3Y | +27.0% | -8.3% | +35.3% | +26.1% |
| 5Y | +21.0% | -42.8% | +63.9% | +28.0% |
| All | +49.7% | +39.1% | +10.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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