+238.8%
EQX vs USHY
+53.7%
+185.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.2% | -0.7% | -2.5% | -2.2% |
| 30D | +7.8% | -0.7% | +8.4% | +9.0% |
| 3M | +21.3% | +0.1% | +21.3% | +21.5% |
| 6M | -22.4% | +1.8% | -24.2% | -23.7% |
| YTD | -11.3% | +1.8% | -13.1% | -12.8% |
| 1Y | +13.5% | +3.3% | +10.2% | +9.4% |
| 3Y | +162.1% | +27.0% | +135.2% | +92.9% |
| 5Y | +84.2% | +21.0% | +63.2% | +37.5% |
| All | +238.8% | +53.7% | +185.1% | +280.3% |
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