-68.2%
EL vs USHY
+21.5%
-89.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.4% |
| 7D | -2.4% | -0.1% | -2.2% | -2.0% |
| 30D | +13.7% | 0.0% | +13.7% | +14.0% |
| 3M | +14.5% | +0.8% | +13.6% | +12.6% |
| 6M | +7.4% | +1.9% | +5.5% | +3.4% |
| YTD | -4.7% | +2.3% | -6.9% | -8.8% |
| 1Y | +12.9% | +4.1% | +8.8% | +3.9% |
| 3Y | -32.2% | +27.8% | -60.0% | -58.2% |
| All | -68.2% | +21.5% | -89.7% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling