+239.5%
GE vs USHY
+49.7%
+189.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.0% | -0.7% | -3.3% | -2.6% |
| 30D | -11.4% | -0.7% | -10.7% | -10.2% |
| 3M | -2.6% | +0.1% | -2.7% | -2.7% |
| 6M | -0.3% | +1.8% | -2.1% | -3.4% |
| YTD | +5.4% | +1.8% | +3.6% | +2.3% |
| 1Y | +15.5% | +3.3% | +12.2% | +8.9% |
| 3Y | +260.8% | +27.0% | +233.8% | +128.4% |
| 5Y | +421.6% | +21.0% | +400.6% | +273.9% |
| All | +239.5% | +49.7% | +189.8% | +67.5% |
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