+68.6%
ESI vs USHY
+20.9%
+47.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.2% |
| 7D | -2.3% | -0.7% | -1.6% | -0.4% |
| 30D | -9.0% | -0.5% | -8.5% | -7.7% |
| 3M | -13.3% | +0.5% | -13.8% | -14.2% |
| 6M | +5.3% | +1.5% | +3.8% | +2.3% |
| YTD | +37.6% | +1.7% | +35.9% | +33.3% |
| 1Y | +33.6% | +3.5% | +30.1% | +24.6% |
| 3Y | +75.8% | +27.2% | +48.6% | +8.5% |
| 5Y | +68.6% | +21.0% | +47.6% | +36.1% |
| All | +68.6% | +20.9% | +47.7% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling