+908.2%
EME vs USHY
+49.7%
+858.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.2% |
| 7D | +0.9% | -0.7% | +1.7% | +2.4% |
| 30D | -8.4% | -0.5% | -7.8% | -7.4% |
| 3M | -3.6% | +0.5% | -4.1% | -4.4% |
| 6M | +3.6% | +1.5% | +2.1% | +1.1% |
| YTD | +22.5% | +1.7% | +20.8% | +19.2% |
| 1Y | +18.2% | +3.5% | +14.6% | +11.6% |
| 3Y | +238.4% | +27.2% | +211.2% | +123.3% |
| 5Y | +550.5% | +21.0% | +529.5% | +380.6% |
| All | +908.2% | +49.7% | +858.5% | +438.3% |
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