+513.4%
ETN vs USHY
+49.7%
+463.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.5% |
| 7D | +3.0% | -0.7% | +3.8% | +4.6% |
| 30D | -10.9% | -0.5% | -10.4% | -9.9% |
| 3M | +9.2% | +0.5% | +8.7% | +8.3% |
| 6M | +13.9% | +1.5% | +12.4% | +11.1% |
| YTD | +29.5% | +1.7% | +27.8% | +25.7% |
| 1Y | +14.2% | +3.5% | +10.7% | +7.2% |
| 3Y | +79.9% | +27.2% | +52.7% | +15.2% |
| 5Y | +175.7% | +21.0% | +154.7% | +99.9% |
| All | +513.4% | +49.7% | +463.7% | +197.2% |
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