-13.0%
EFX vs USHY
+27.0%
-40.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.6% |
| 7D | -11.1% | -0.7% | -10.4% | -8.9% |
| 30D | -7.4% | -0.5% | -6.8% | -5.7% |
| 3M | +1.5% | +0.5% | +1.0% | -0.2% |
| 6M | -13.7% | +1.5% | -15.2% | -17.7% |
| YTD | -21.9% | +1.7% | -23.6% | -26.1% |
| 1Y | -30.8% | +3.5% | -34.3% | -38.2% |
| All | -13.0% | +27.0% | -40.0% | -55.2% |
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