+290.2%
XME vs USHY
+49.7%
+240.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -4.2% | -0.7% | -3.5% | -2.7% |
| 30D | -2.7% | -0.7% | -2.0% | -1.2% |
| 3M | -3.9% | +0.1% | -4.0% | -3.9% |
| 6M | -1.0% | +1.8% | -2.8% | -4.0% |
| YTD | +9.8% | +1.8% | +8.0% | +6.6% |
| 1Y | +32.5% | +3.3% | +29.3% | +24.9% |
| 3Y | +124.3% | +27.0% | +97.4% | +40.0% |
| 5Y | +165.8% | +21.0% | +144.8% | +87.0% |
| All | +290.2% | +49.7% | +240.5% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling