+261.3%
GE vs USHY
+27.0%
+234.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.9% |
| 7D | -2.8% | -0.7% | -2.1% | -0.8% |
| 30D | -11.9% | -0.5% | -11.4% | -10.7% |
| 3M | +1.8% | +0.5% | +1.3% | +0.5% |
| 6M | -0.6% | +1.5% | -2.1% | -3.8% |
| YTD | +5.5% | +1.7% | +3.8% | +1.7% |
| 1Y | +15.0% | +3.5% | +11.4% | +6.4% |
| All | +261.3% | +27.0% | +234.3% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling