-2.7%
EL vs USHY
+49.7%
-52.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -5.2% |
| 30D | +11.1% | -0.7% | +11.8% | +12.8% |
| 3M | +10.7% | +0.1% | +10.7% | +10.9% |
| 6M | +6.9% | +1.8% | +5.1% | +3.9% |
| YTD | -6.3% | +1.8% | -8.1% | -8.8% |
| 1Y | +13.5% | +3.3% | +10.2% | +7.7% |
| 3Y | -33.1% | +27.0% | -60.0% | -55.5% |
| 5Y | -68.8% | +21.0% | -89.8% | -77.0% |
| All | -2.7% | +49.7% | -52.4% | -43.9% |
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