+27.0%
USHY vs SONY
+42.2%
-15.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | -0.7% | +1.5% | -2.2% | -0.8% |
| 3M | +0.1% | +13.0% | -12.9% | -0.9% |
| 6M | +1.8% | +11.2% | -9.4% | +0.8% |
| YTD | +1.8% | -6.6% | +8.4% | +2.2% |
| 1Y | +3.3% | -18.1% | +21.4% | +4.7% |
| 3Y | +27.0% | +42.1% | -15.1% | +22.1% |
| All | +27.0% | +42.2% | -15.3% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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