+156.7%
ECL vs USHY
+48.0%
+108.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.8% |
| 7D | +2.9% | -0.4% | +3.3% | +3.7% |
| 30D | +7.5% | +0.6% | +6.9% | +6.4% |
| 3M | +12.2% | -2.0% | +14.3% | +16.6% |
| 6M | +24.6% | -0.5% | +25.1% | +25.9% |
| YTD | +18.8% | +0.6% | +18.2% | +17.6% |
| 1Y | +19.3% | +2.1% | +17.2% | +14.9% |
| 3Y | +78.2% | +25.3% | +52.9% | +17.0% |
| 5Y | +38.8% | +19.7% | +19.1% | +1.6% |
| All | +156.7% | +48.0% | +108.7% | +23.0% |
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