+239.4%
ETR vs USHY
+49.7%
+189.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -0.7% | -1.1% | -0.9% |
| 30D | -1.8% | -0.7% | -1.1% | -0.8% |
| 3M | -3.6% | +0.1% | -3.6% | -3.6% |
| 6M | +2.6% | +1.8% | +0.8% | +0.1% |
| YTD | +16.0% | +1.8% | +14.2% | +13.1% |
| 1Y | +20.1% | +3.3% | +16.8% | +14.8% |
| 3Y | +143.6% | +27.0% | +116.6% | +74.2% |
| 5Y | +124.4% | +21.0% | +103.3% | +74.7% |
| All | +239.4% | +49.7% | +189.7% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling