+85.5%
ETN vs USHY
+27.0%
+58.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.5% | -0.7% | +4.2% | +5.8% |
| 30D | -7.5% | -0.7% | -6.8% | -5.5% |
| 3M | +8.3% | +0.1% | +8.3% | +8.4% |
| 6M | +20.2% | +1.8% | +18.4% | +14.8% |
| YTD | +34.7% | +1.8% | +32.9% | +28.7% |
| 1Y | +19.4% | +3.3% | +16.2% | +9.6% |
| 3Y | +85.5% | +27.0% | +58.5% | +9.5% |
| All | +85.5% | +27.0% | +58.5% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling