+393.6%
ELF vs USHY
+50.7%
+342.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +5.4% | -0.1% | +5.5% | +5.7% |
| 30D | +27.0% | +0.1% | +26.9% | +26.8% |
| 3M | +113.2% | +0.8% | +112.4% | +110.1% |
| 6M | +36.6% | +1.7% | +34.8% | +32.2% |
| YTD | +44.2% | +2.5% | +41.8% | +37.5% |
| 1Y | -18.0% | +4.4% | -22.4% | -24.7% |
| 3Y | -19.9% | +27.4% | -47.3% | -49.2% |
| 5Y | +257.7% | +21.7% | +236.0% | +155.6% |
| All | +393.6% | +50.7% | +342.8% | +153.2% |
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 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