+249.7%
ETR vs USHY
+50.7%
+199.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +1.0% | +1.2% | -0.2% | -0.6% |
| 6M | +4.8% | +2.6% | +2.2% | +1.1% |
| YTD | +19.5% | +2.4% | +17.1% | +15.5% |
| 1Y | +28.1% | +4.2% | +23.9% | +20.8% |
| 3Y | +151.1% | +28.0% | +123.1% | +77.5% |
| 5Y | +125.2% | +21.8% | +103.4% | +73.7% |
| All | +249.7% | +50.7% | +199.0% | +98.4% |
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 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