+45.5%
ENTG vs USHY
+27.0%
+18.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -1.1% |
| 7D | +5.1% | -0.7% | +5.9% | +9.8% |
| 30D | -8.5% | -0.5% | -8.0% | -5.4% |
| 3M | +6.7% | +0.5% | +6.2% | +5.0% |
| 6M | +17.7% | +1.5% | +16.2% | +11.2% |
| YTD | +63.5% | +1.7% | +61.7% | +53.7% |
| 1Y | +73.6% | +3.5% | +70.0% | +50.2% |
| All | +45.5% | +27.0% | +18.5% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling