+148.7%
EWY vs USHY
+20.9%
+127.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -0.7% | +0.6% | +1.3% |
| 30D | +7.3% | -0.7% | +8.0% | +8.9% |
| 3M | -5.1% | +0.1% | -5.2% | -4.9% |
| 6M | +42.1% | +1.8% | +40.3% | +39.3% |
| YTD | +94.1% | +1.8% | +92.3% | +90.7% |
| 1Y | +147.8% | +3.3% | +144.5% | +137.6% |
| 3Y | +222.9% | +27.0% | +196.0% | +124.8% |
| All | +148.7% | +20.9% | +127.8% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling