+385.8%
EWT vs USHY
+50.4%
+335.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.5% |
| 7D | +2.1% | -0.1% | +2.3% | +2.3% |
| 30D | +9.4% | 0.0% | +9.4% | +9.5% |
| 3M | +10.9% | +0.8% | +10.0% | +9.7% |
| 6M | +57.9% | +1.9% | +56.0% | +54.4% |
| YTD | +75.9% | +2.3% | +73.7% | +71.3% |
| 1Y | +89.7% | +4.1% | +85.6% | +80.3% |
| 3Y | +200.9% | +27.8% | +173.1% | +120.0% |
| 5Y | +154.5% | +21.5% | +133.0% | +99.9% |
| All | +385.8% | +50.4% | +335.4% | +205.6% |
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