+114.6%
ENB vs USHY
+49.7%
+64.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.7% | -0.7% | -4.0% | -3.6% |
| 30D | -5.9% | -0.7% | -5.2% | -4.9% |
| 3M | -14.2% | +0.1% | -14.3% | -14.4% |
| 6M | -8.6% | +1.8% | -10.4% | -11.1% |
| YTD | +3.9% | +1.8% | +2.1% | +1.0% |
| 1Y | +1.8% | +3.3% | -1.5% | -3.3% |
| 3Y | +68.5% | +27.0% | +41.5% | +16.1% |
| 5Y | +62.4% | +21.0% | +41.4% | +22.9% |
| All | +114.6% | +49.7% | +64.9% | +21.8% |
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 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