+222.9%
EWY vs USHY
+27.0%
+195.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -0.7% | +0.6% | +2.3% |
| 30D | +7.3% | -0.7% | +8.0% | +9.9% |
| 3M | -5.1% | +0.1% | -5.2% | -4.8% |
| 6M | +42.1% | +1.8% | +40.3% | +37.5% |
| YTD | +94.1% | +1.8% | +92.3% | +88.4% |
| 1Y | +147.8% | +3.3% | +144.5% | +132.6% |
| 3Y | +222.9% | +27.0% | +196.0% | +100.8% |
| All | +222.9% | +27.0% | +195.9% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling