+7.7%
GEHC vs USHY
+33.2%
-25.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.2% |
| 7D | -7.9% | -0.7% | -7.1% | -6.2% |
| 30D | -11.7% | -0.5% | -11.2% | -10.5% |
| 3M | +0.8% | +0.5% | +0.3% | -0.5% |
| 6M | -11.6% | +1.5% | -13.1% | -14.4% |
| YTD | -21.6% | +1.7% | -23.3% | -24.4% |
| 1Y | -15.3% | +3.5% | -18.9% | -21.5% |
| 3Y | -0.5% | +27.2% | -27.7% | -32.8% |
| All | +7.7% | +33.2% | -25.5% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling