+182.4%
EMR vs USHY
+50.7%
+131.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.3% |
| 30D | -5.6% | +0.1% | -5.7% | -5.8% |
| 3M | +7.9% | +0.8% | +7.1% | +6.4% |
| 6M | +6.0% | +1.7% | +4.3% | +3.1% |
| YTD | +16.4% | +2.5% | +14.0% | +11.8% |
| 1Y | +16.6% | +4.4% | +12.2% | +8.2% |
| 3Y | +62.9% | +27.4% | +35.5% | +6.7% |
| 5Y | +60.1% | +21.7% | +38.4% | +16.6% |
| All | +182.4% | +50.7% | +131.7% | +50.2% |
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