+27.6%
USHY vs SM
-1.2%
+28.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | 0.0% | +20.3% | -20.3% | -0.5% |
| 3M | +0.8% | +22.9% | -22.1% | +0.3% |
| 6M | +1.9% | +47.8% | -45.9% | +0.5% |
| YTD | +2.3% | +107.5% | -105.2% | -0.6% |
| 1Y | +4.1% | +51.7% | -47.6% | +2.5% |
| All | +27.6% | -1.2% | +28.8% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling