-5.5%
ETN vs USHY
+1.9%
-7.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.5% | -12.2% |
| 7D | -10.1% | -0.2% | -9.9% | -9.3% |
| 30D | -18.4% | +0.7% | -19.1% | -20.3% |
| 3M | -20.4% | -2.2% | -18.2% | -12.4% |
| 6M | -16.0% | -0.9% | -15.1% | -12.1% |
| YTD | +11.8% | +0.2% | +11.6% | +12.0% |
| 1Y | -5.5% | +1.7% | -7.2% | -14.4% |
| All | -5.5% | +1.9% | -7.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling