+67.8%
EFX vs USHY
+50.4%
+17.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.7% |
| 7D | -9.4% | -0.1% | -9.2% | -9.1% |
| 30D | -6.9% | 0.0% | -6.8% | -6.8% |
| 3M | +0.1% | +0.8% | -0.7% | -1.5% |
| 6M | -17.3% | +1.9% | -19.2% | -20.3% |
| YTD | -21.8% | +2.3% | -24.1% | -25.1% |
| 1Y | -32.5% | +4.1% | -36.7% | -37.6% |
| 3Y | -12.3% | +27.8% | -40.1% | -43.8% |
| 5Y | -36.6% | +21.5% | -58.1% | -54.8% |
| All | +67.8% | +50.4% | +17.4% | -9.3% |
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