+50.4%
EWZ vs USHY
+27.8%
+22.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.6% | 0.0% | +5.6% | +5.5% |
| 30D | +9.3% | 0.0% | +9.3% | +9.3% |
| 3M | +15.7% | +1.2% | +14.5% | +12.5% |
| 6M | +7.4% | +2.6% | +4.8% | +1.2% |
| YTD | +22.7% | +2.4% | +20.2% | +16.2% |
| 1Y | +36.4% | +4.2% | +32.2% | +24.3% |
| 3Y | +50.4% | +28.0% | +22.4% | -12.1% |
| All | +50.4% | +27.8% | +22.5% | -12.1% |
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