-2.4%
ELV vs USHY
+27.0%
-29.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +2.8% | -0.7% | +3.4% | +3.1% |
| 30D | +4.9% | -0.7% | +5.6% | +5.3% |
| 3M | +4.9% | +0.1% | +4.8% | +4.8% |
| 6M | +45.1% | +1.8% | +43.3% | +43.3% |
| YTD | +20.7% | +1.8% | +18.9% | +19.2% |
| 1Y | +35.0% | +3.3% | +31.7% | +32.2% |
| 3Y | -2.4% | +27.0% | -29.4% | -11.5% |
| All | -2.4% | +27.0% | -29.5% | -11.5% |
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 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