+50.4%
USHY vs SSNC
+113.5%
-63.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.1% | -3.9% | +3.8% | +0.4% |
| 30D | 0.0% | -0.2% | +0.1% | -0.1% |
| 3M | +0.8% | +15.9% | -15.1% | -1.6% |
| 6M | +1.9% | +7.5% | -5.5% | +0.5% |
| YTD | +2.3% | -8.2% | +10.5% | +3.2% |
| 1Y | +4.1% | -9.3% | +13.5% | +5.2% |
| 3Y | +27.8% | +48.5% | -20.7% | +18.1% |
| 5Y | +21.5% | +16.0% | +5.5% | +15.5% |
| All | +50.4% | +113.5% | -63.1% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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