+49.7%
USHY vs SM
+138.4%
-88.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +4.6% | -5.2% | -0.8% |
| 30D | -0.7% | +18.2% | -18.9% | -1.3% |
| 3M | +0.1% | +22.5% | -22.5% | -0.8% |
| 6M | +1.8% | +50.6% | -48.8% | 0.0% |
| YTD | +1.8% | +108.1% | -106.3% | -1.3% |
| 1Y | +3.3% | +46.0% | -42.7% | +1.4% |
| 3Y | +27.0% | +2.9% | +24.1% | +25.2% |
| 5Y | +21.0% | +112.6% | -91.6% | +15.1% |
| All | +49.7% | +138.4% | -88.7% | +28.8% |
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