+84.5%
EEM vs USHY
+50.4%
+34.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | +2.0% | -0.1% | +2.1% | +2.2% |
| 30D | +5.1% | 0.0% | +5.1% | +5.2% |
| 3M | +4.6% | +0.8% | +3.7% | +3.3% |
| 6M | +17.8% | +1.9% | +15.8% | +14.9% |
| YTD | +25.8% | +2.3% | +23.6% | +22.2% |
| 1Y | +36.4% | +4.1% | +32.3% | +29.0% |
| 3Y | +90.0% | +27.8% | +62.2% | +33.8% |
| 5Y | +46.6% | +21.5% | +25.1% | +13.0% |
| All | +84.5% | +50.4% | +34.1% | +9.0% |
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 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