+319.9%
EAT vs USHY
+20.9%
+298.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -7.7% | -0.7% | -7.0% | -5.9% |
| 30D | -13.6% | -0.7% | -12.9% | -12.0% |
| 3M | +33.9% | +0.1% | +33.8% | +33.6% |
| 6M | +47.2% | +1.8% | +45.4% | +40.6% |
| YTD | +48.1% | +1.8% | +46.3% | +41.4% |
| 1Y | +33.7% | +3.3% | +30.4% | +22.6% |
| 3Y | +595.8% | +27.0% | +568.8% | +274.9% |
| All | +319.9% | +20.9% | +298.9% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling