+7.2%
GEHC vs USHY
+33.3%
-26.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.2% | -0.7% | -6.5% | -5.6% |
| 30D | -11.6% | -0.7% | -10.9% | -10.0% |
| 3M | -0.8% | +0.1% | -0.9% | -1.0% |
| 6M | -11.9% | +1.8% | -13.7% | -15.3% |
| YTD | -21.9% | +1.8% | -23.7% | -24.8% |
| 1Y | -17.8% | +3.3% | -21.1% | -23.4% |
| 3Y | -3.5% | +27.0% | -30.5% | -34.8% |
| All | +7.2% | +33.3% | -26.1% | -31.7% |
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