+181.2%
EMR vs USHY
+49.7%
+131.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | -0.4% | -0.7% | +0.3% | +0.9% |
| 30D | -6.8% | -0.7% | -6.1% | -5.5% |
| 3M | +7.5% | +0.1% | +7.4% | +7.5% |
| 6M | +9.9% | +1.8% | +8.1% | +6.8% |
| YTD | +16.0% | +1.8% | +14.2% | +12.9% |
| 1Y | +12.4% | +3.3% | +9.2% | +6.5% |
| 3Y | +60.2% | +27.0% | +33.3% | +5.7% |
| 5Y | +67.9% | +21.0% | +46.8% | +23.7% |
| All | +181.2% | +49.7% | +131.5% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling