+25.8%
EMB vs USHY
+50.7%
-24.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +0.3% | +1.2% | -0.8% | -0.7% |
| 6M | +1.2% | +2.6% | -1.4% | -1.2% |
| YTD | +1.5% | +2.4% | -1.0% | -0.7% |
| 1Y | +4.8% | +4.2% | +0.6% | +0.9% |
| 3Y | +30.4% | +28.0% | +2.3% | +4.5% |
| 5Y | +7.3% | +21.8% | -14.5% | -10.7% |
| All | +25.8% | +50.7% | -24.9% | -5.5% |
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 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