+124.8%
ECL vs USHY
+49.7%
+75.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.7% |
| 7D | -2.6% | -0.7% | -1.9% | -1.3% |
| 30D | -4.6% | -0.5% | -4.0% | -3.6% |
| 3M | +6.0% | +0.5% | +5.5% | +5.0% |
| 6M | -3.0% | +1.5% | -4.5% | -5.5% |
| YTD | +4.0% | +1.7% | +2.3% | +0.9% |
| 1Y | +2.0% | +3.5% | -1.5% | -4.3% |
| 3Y | +53.9% | +27.2% | +26.8% | -1.7% |
| 5Y | +27.1% | +21.0% | +6.1% | -8.7% |
| All | +124.8% | +49.7% | +75.2% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling