+152.7%
ECL vs USHY
+48.2%
+104.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.4% |
| 7D | -0.5% | -0.3% | -0.2% | +0.1% |
| 30D | +6.6% | +0.3% | +6.3% | +6.0% |
| 3M | +9.6% | -1.7% | +11.3% | +13.3% |
| 6M | +21.6% | -0.4% | +22.0% | +22.6% |
| YTD | +16.9% | +0.7% | +16.2% | +15.5% |
| 1Y | +17.9% | +1.8% | +16.1% | +14.3% |
| 3Y | +76.5% | +25.3% | +51.2% | +15.9% |
| 5Y | +36.6% | +19.9% | +16.8% | -0.2% |
| All | +152.7% | +48.2% | +104.5% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling