+85.9%
EEM vs USHY
+27.0%
+58.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -0.7% | -0.6% | +0.3% |
| 30D | +2.1% | -0.7% | +2.8% | +3.7% |
| 3M | +1.0% | +0.1% | +1.0% | +1.0% |
| 6M | +15.9% | +1.8% | +14.1% | +12.3% |
| YTD | +24.6% | +1.8% | +22.9% | +20.9% |
| 1Y | +32.3% | +3.3% | +29.0% | +24.8% |
| 3Y | +85.9% | +27.0% | +58.9% | +28.2% |
| All | +85.9% | +27.0% | +58.9% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling