+50.4%
USHY vs EFV
+115.2%
-64.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | 0.0% | 0.0% | -0.1% | -0.1% |
| 3M | +0.8% | +8.4% | -7.6% | -1.7% |
| 6M | +1.9% | +12.3% | -10.4% | -1.8% |
| YTD | +2.3% | +17.4% | -15.1% | -2.9% |
| 1Y | +4.1% | +27.1% | -23.0% | -3.6% |
| 3Y | +27.8% | +90.7% | -62.9% | +3.2% |
| 5Y | +21.5% | +95.6% | -74.1% | -3.5% |
| All | +50.4% | +115.2% | -64.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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