+21.6%
USHY vs SBAC
-43.8%
+65.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | 0.0% | +3.9% | -3.9% | -0.4% |
| 3M | +0.8% | -8.2% | +9.0% | +1.6% |
| 6M | +1.9% | -2.8% | +4.7% | +1.8% |
| YTD | +2.3% | -1.5% | +3.8% | +1.9% |
| 1Y | +4.1% | 0.0% | +4.1% | +3.5% |
| 3Y | +27.8% | -8.4% | +36.2% | +27.0% |
| All | +21.6% | -43.8% | +65.3% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling