+570.7%
EME vs USHY
+20.9%
+549.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.5% | -0.7% | +4.2% | +4.8% |
| 30D | -6.3% | -0.7% | -5.7% | -5.2% |
| 3M | -3.8% | +0.1% | -3.8% | -3.7% |
| 6M | +8.5% | +1.8% | +6.7% | +5.6% |
| YTD | +27.8% | +1.8% | +26.0% | +24.6% |
| 1Y | +22.2% | +3.3% | +18.9% | +16.4% |
| 3Y | +253.5% | +27.0% | +226.5% | +151.2% |
| All | +570.7% | +20.9% | +549.7% | +489.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling