+68.7%
EFX vs USHY
+49.7%
+19.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | -0.7% | -3.9% | -3.2% |
| 30D | -6.1% | -0.7% | -5.4% | -4.8% |
| 3M | +6.2% | +0.1% | +6.2% | +6.2% |
| 6M | -11.2% | +1.8% | -13.0% | -14.1% |
| YTD | -21.4% | +1.8% | -23.2% | -23.9% |
| 1Y | -34.3% | +3.3% | -37.6% | -38.2% |
| 3Y | -12.5% | +27.0% | -39.5% | -43.3% |
| 5Y | -35.6% | +21.0% | -56.6% | -53.7% |
| All | +68.7% | +49.7% | +19.0% | -8.0% |
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