+311.9%
XME vs USHY
+50.7%
+261.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | +3.6% | 0.0% | +3.7% | +3.7% |
| 3M | +1.2% | +1.2% | +0.1% | -1.1% |
| 6M | +9.0% | +2.6% | +6.4% | +3.8% |
| YTD | +15.9% | +2.4% | +13.5% | +10.9% |
| 1Y | +43.2% | +4.2% | +38.9% | +32.3% |
| 3Y | +137.4% | +28.0% | +109.3% | +45.5% |
| 5Y | +185.0% | +21.8% | +163.3% | +97.7% |
| All | +311.9% | +50.7% | +261.2% | +101.0% |
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