+62.4%
EWY vs USHY
+1.9%
+60.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -6.9% |
| 7D | -8.3% | -0.2% | -8.1% | -6.9% |
| 30D | -20.5% | +0.7% | -21.2% | -24.8% |
| 3M | -11.1% | -2.2% | -8.9% | +8.4% |
| 6M | -7.0% | -0.9% | -6.2% | +3.1% |
| YTD | +56.5% | +0.2% | +56.3% | +66.5% |
| 1Y | +62.4% | +1.7% | +60.7% | +61.9% |
| All | +62.4% | +1.9% | +60.6% | +61.9% |
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