+8.2%
EW vs USHY
+3.5%
+4.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.2% | -0.7% | -5.5% | -4.9% |
| 30D | -9.3% | -0.7% | -8.7% | -8.1% |
| 3M | -1.6% | +0.1% | -1.7% | -1.8% |
| 6M | -0.8% | +1.8% | -2.6% | -3.7% |
| YTD | -1.0% | +1.8% | -2.8% | -3.7% |
| 1Y | +8.2% | +3.3% | +4.9% | +4.2% |
| All | +8.2% | +3.5% | +4.7% | +4.2% |
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 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