-17.8%
GEHC vs USHY
+3.5%
-21.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -7.2% | -0.7% | -6.5% | -4.7% |
| 30D | -11.6% | -0.7% | -10.9% | -9.2% |
| 3M | -0.8% | +0.1% | -0.9% | -1.1% |
| 6M | -11.9% | +1.8% | -13.7% | -17.6% |
| YTD | -21.9% | +1.8% | -23.7% | -27.0% |
| 1Y | -17.8% | +3.3% | -21.1% | -27.7% |
| All | -17.8% | +3.5% | -21.3% | -27.7% |
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 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