+63.6%
EMR vs USHY
+20.9%
+42.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.4% |
| 7D | -1.2% | -0.7% | -0.5% | +0.1% |
| 30D | -9.4% | -0.5% | -8.9% | -8.5% |
| 3M | +8.6% | +0.5% | +8.1% | +7.7% |
| 6M | +6.7% | +1.5% | +5.2% | +4.5% |
| YTD | +13.1% | +1.7% | +11.3% | +10.4% |
| 1Y | +12.7% | +3.5% | +9.2% | +7.0% |
| 3Y | +58.1% | +27.2% | +30.9% | +12.9% |
| 5Y | +63.6% | +21.0% | +42.7% | +32.8% |
| All | +63.6% | +20.9% | +42.7% | +32.8% |
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