+214.7%
EWY vs USHY
+50.4%
+164.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.8% |
| 7D | +6.7% | -0.1% | +6.8% | +6.9% |
| 30D | +17.0% | 0.0% | +17.0% | +17.1% |
| 3M | +3.7% | +0.8% | +2.8% | +2.4% |
| 6M | +42.5% | +1.9% | +40.6% | +39.3% |
| YTD | +96.2% | +2.3% | +94.0% | +91.2% |
| 1Y | +160.4% | +4.1% | +156.2% | +145.9% |
| 3Y | +231.7% | +27.8% | +203.9% | +123.3% |
| 5Y | +153.3% | +21.5% | +131.8% | +89.3% |
| All | +214.7% | +50.4% | +164.3% | +74.7% |
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