+50.7%
USHY vs SM
+136.3%
-85.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | 0.0% | +31.5% | -31.5% | -1.0% |
| 3M | +1.2% | +17.3% | -16.2% | +0.4% |
| 6M | +2.6% | +48.5% | -45.9% | +0.8% |
| YTD | +2.4% | +106.3% | -103.8% | -0.6% |
| 1Y | +4.2% | +47.3% | -43.1% | +2.3% |
| 3Y | +28.0% | -1.4% | +29.5% | +26.4% |
| 5Y | +21.8% | +114.0% | -92.3% | +15.8% |
| All | +50.7% | +136.3% | -85.6% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling