+246.8%
ET vs USHY
+20.9%
+225.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +1.4% | -0.7% | +2.1% | +2.2% |
| 30D | +4.6% | -0.5% | +5.1% | +5.2% |
| 3M | +16.0% | +0.5% | +15.5% | +15.2% |
| 6M | +22.8% | +1.5% | +21.3% | +20.3% |
| YTD | +38.9% | +1.7% | +37.1% | +35.6% |
| 1Y | +34.1% | +3.5% | +30.5% | +28.0% |
| 3Y | +98.8% | +27.2% | +71.7% | +50.9% |
| 5Y | +246.8% | +21.0% | +225.8% | +167.8% |
| All | +246.8% | +20.9% | +225.9% | +167.8% |
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 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