+52.7%
EWZ vs USHY
+50.7%
+2.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -0.1% | +6.6% | +6.8% |
| 30D | +4.8% | +0.1% | +4.8% | +4.7% |
| 3M | +9.9% | +0.8% | +9.1% | +8.1% |
| 6M | +1.9% | +1.7% | +0.2% | -1.2% |
| YTD | +20.3% | +2.5% | +17.8% | +14.9% |
| 1Y | +35.6% | +4.4% | +31.2% | +24.9% |
| 3Y | +43.4% | +27.4% | +16.1% | -11.0% |
| 5Y | +55.9% | +21.7% | +34.2% | +9.8% |
| All | +52.7% | +50.7% | +2.0% | -18.7% |
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