-12.5%
GDDY vs USHY
+1.9%
-14.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +11.1% | -0.2% | +11.3% | +11.0% |
| 30D | +18.6% | +0.7% | +18.0% | +18.1% |
| 3M | +32.8% | -2.2% | +35.0% | +34.1% |
| 6M | +34.0% | -0.9% | +34.9% | +34.5% |
| YTD | -4.6% | +0.2% | -4.8% | -8.0% |
| 1Y | -12.5% | +1.7% | -14.2% | -19.1% |
| All | -12.5% | +1.9% | -14.3% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling