+82.6%
ED vs USHY
+19.5%
+63.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | -0.4% | +2.5% | +2.3% |
| 30D | +10.4% | +0.6% | +9.8% | +10.0% |
| 3M | +12.5% | -2.0% | +14.6% | +13.8% |
| 6M | +14.9% | -0.5% | +15.5% | +15.2% |
| YTD | +24.8% | +0.6% | +24.2% | +24.3% |
| 1Y | +23.8% | +2.1% | +21.7% | +22.2% |
| 3Y | +51.6% | +25.3% | +26.3% | +31.2% |
| All | +82.6% | +19.5% | +63.1% | +61.8% |
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