+4.0%
EL vs USHY
+50.7%
-46.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.8% | -0.1% | +0.9% | +1.1% |
| 30D | +19.8% | +0.1% | +19.8% | +19.8% |
| 3M | +25.7% | +0.8% | +24.9% | +24.0% |
| 6M | +5.4% | +1.7% | +3.7% | +2.6% |
| YTD | +0.2% | +2.5% | -2.3% | -3.8% |
| 1Y | +20.4% | +4.4% | +16.0% | +11.9% |
| 3Y | -32.1% | +27.4% | -59.5% | -55.2% |
| 5Y | -67.2% | +21.7% | -88.9% | -76.1% |
| All | +4.0% | +50.7% | -46.7% | -40.8% |
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