-30.4%
ELAN vs USHY
+20.9%
-51.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | -5.4% | -0.7% | -4.7% | -3.7% |
| 30D | +4.7% | -0.7% | +5.4% | +6.6% |
| 3M | -3.7% | +0.1% | -3.7% | -3.7% |
| 6M | -1.2% | +1.8% | -3.0% | -4.6% |
| YTD | +2.4% | +1.8% | +0.6% | -1.0% |
| 1Y | +23.4% | +3.3% | +20.1% | +15.3% |
| 3Y | +96.7% | +27.0% | +69.7% | +19.4% |
| All | -30.4% | +20.9% | -51.3% | -50.5% |
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