+48.0%
USHY vs SFM
+175.8%
-127.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | -0.4% | +6.0% | -6.5% | -0.6% |
| 30D | +0.6% | -19.5% | +20.1% | +1.2% |
| 3M | -2.0% | -37.0% | +35.0% | -0.6% |
| 6M | -0.5% | -41.0% | +40.5% | +1.0% |
| YTD | +0.6% | -34.6% | +35.2% | +1.6% |
| 1Y | +2.1% | -36.3% | +38.4% | +3.3% |
| 3Y | +25.3% | +24.5% | +0.8% | +22.1% |
| 5Y | +19.7% | +115.9% | -96.1% | +13.2% |
| All | +48.0% | +175.8% | -127.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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