+410.9%
ELF vs USHY
+48.2%
+362.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.3% |
| 7D | +3.4% | -0.3% | +3.7% | +4.1% |
| 30D | +5.0% | +0.3% | +4.7% | +4.5% |
| 3M | +22.6% | -1.7% | +24.3% | +27.5% |
| 6M | +104.0% | -0.4% | +104.4% | +106.6% |
| YTD | +49.3% | +0.7% | +48.6% | +48.0% |
| 1Y | +46.0% | +1.8% | +44.3% | +41.7% |
| 3Y | +19.4% | +25.3% | -5.9% | -21.4% |
| 5Y | +262.0% | +19.9% | +242.2% | +167.9% |
| All | +410.9% | +48.2% | +362.8% | +172.5% |
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 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