+22.1%
EMR vs USHY
-0.5%
+22.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.5% |
| 7D | +2.8% | -0.4% | +3.3% | +4.5% |
| 30D | +3.7% | +0.6% | +3.1% | +1.9% |
| 3M | +2.0% | -2.0% | +4.0% | +12.0% |
| 6M | +22.1% | -0.5% | +22.6% | +23.4% |
| All | +22.1% | -0.5% | +22.6% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling