+1.7%
USHY vs ESTC
+74.7%
-73.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | -0.1% | -8.1% | +8.0% | -0.1% |
| 30D | +0.1% | +31.7% | -31.6% | -0.3% |
| 3M | +0.8% | +41.1% | -40.2% | +0.3% |
| 6M | +1.7% | +77.1% | -75.3% | +1.0% |
| All | +1.7% | +74.7% | -73.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 6mo: compounded portfolio wealth divided by compounded ESTC 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…
6mo analysis · Full analysis span regression · 6 months rolling