-23.3%
ELF vs USHY
+27.8%
-51.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.8% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | +5.9% | 0.0% | +5.9% | +6.1% |
| 3M | +99.5% | +1.2% | +98.4% | +91.8% |
| 6M | +26.5% | +2.6% | +23.9% | +15.3% |
| YTD | +37.2% | +2.4% | +34.7% | +25.7% |
| 1Y | -24.4% | +4.2% | -28.6% | -35.1% |
| 3Y | -23.3% | +28.0% | -51.4% | -60.2% |
| All | -23.3% | +27.8% | -51.2% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling