+48.0%
USHY vs SM
+104.8%
-56.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.4% | +9.4% | -9.8% | -0.7% |
| 30D | +0.6% | -14.4% | +15.0% | +1.0% |
| 3M | -2.0% | +1.6% | -3.6% | -2.2% |
| 6M | -0.5% | +6.3% | -6.9% | -1.1% |
| YTD | +0.6% | +78.8% | -78.2% | -2.1% |
| 1Y | +2.1% | +83.1% | -81.0% | -0.7% |
| 3Y | +25.3% | -5.9% | +31.2% | +23.8% |
| 5Y | +19.7% | +4.8% | +14.9% | +16.7% |
| All | +48.0% | +104.8% | -56.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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