+49.7%
USHY vs SFM
+282.4%
-232.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.4% |
| 7D | -0.7% | -8.8% | +8.0% | -0.4% |
| 30D | -0.5% | -14.5% | +13.9% | 0.0% |
| 3M | +0.5% | -16.8% | +17.4% | +1.1% |
| 6M | +1.5% | -5.3% | +6.9% | +1.5% |
| YTD | +1.7% | -9.4% | +11.1% | +1.8% |
| 1Y | +3.5% | -46.2% | +49.7% | +5.7% |
| 3Y | +27.2% | +81.3% | -54.1% | +22.4% |
| 5Y | +21.0% | +211.9% | -190.9% | +13.1% |
| All | +49.7% | +282.4% | -232.7% | +37.3% |
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