+207.1%
EW vs USHY
+48.2%
+158.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.7% |
| 7D | +4.9% | -0.3% | +5.2% | +5.5% |
| 30D | +24.1% | +0.3% | +23.8% | +23.5% |
| 3M | +13.7% | -1.7% | +15.4% | +17.3% |
| 6M | +32.7% | -0.4% | +33.1% | +33.8% |
| YTD | +24.1% | +0.7% | +23.4% | +22.8% |
| 1Y | +23.6% | +1.8% | +21.8% | +20.1% |
| 3Y | +64.8% | +25.3% | +39.5% | +10.5% |
| 5Y | -8.8% | +19.9% | -28.7% | -32.0% |
| All | +207.1% | +48.2% | +158.9% | +50.4% |
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