+259.4%
ESI vs USHY
+50.7%
+208.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | -4.2% | 0.0% | -4.2% | -4.1% |
| 3M | -9.6% | +1.2% | -10.8% | -11.9% |
| 6M | +18.3% | +2.6% | +15.7% | +12.2% |
| YTD | +45.8% | +2.4% | +43.4% | +39.1% |
| 1Y | +39.2% | +4.2% | +34.9% | +28.0% |
| 3Y | +86.3% | +28.0% | +58.2% | +11.2% |
| 5Y | +76.2% | +21.8% | +54.4% | +21.3% |
| All | +259.4% | +50.7% | +208.7% | +65.4% |
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