+21.5%
USHY vs SFM
+217.9%
-196.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | -0.1% |
| 7D | -0.1% | -7.2% | +7.0% | +0.1% |
| 30D | 0.0% | -14.3% | +14.3% | +0.4% |
| 3M | +0.8% | -13.7% | +14.6% | +1.2% |
| 6M | +1.9% | -6.0% | +7.9% | +1.9% |
| YTD | +2.3% | -8.2% | +10.5% | +2.3% |
| 1Y | +4.1% | -46.2% | +50.4% | +6.4% |
| 3Y | +27.8% | +83.6% | -55.8% | +22.3% |
| 5Y | +21.5% | +212.7% | -191.2% | +13.5% |
| All | +21.5% | +217.9% | -196.4% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling