+67.6%
EWZ vs USHY
+21.9%
+45.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.8% |
| 6M | +7.4% | +2.6% | +4.8% | +3.8% |
| YTD | +22.7% | +2.4% | +20.2% | +18.9% |
| 1Y | +36.4% | +4.2% | +32.2% | +29.2% |
| 3Y | +50.4% | +28.0% | +22.4% | +11.2% |
| 5Y | +67.6% | +21.8% | +45.8% | +48.3% |
| All | +67.6% | +21.9% | +45.8% | +48.3% |
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