+9.3%
GEHC vs USHY
+33.9%
-24.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -1.9% |
| 7D | -7.6% | -0.1% | -7.5% | -7.3% |
| 30D | -10.7% | 0.0% | -10.6% | -10.5% |
| 3M | -1.2% | +0.8% | -2.1% | -3.2% |
| 6M | -13.7% | +1.9% | -15.7% | -17.3% |
| YTD | -20.4% | +2.3% | -22.7% | -24.3% |
| 1Y | -17.0% | +4.1% | -21.2% | -24.1% |
| 3Y | +0.9% | +27.8% | -26.8% | -32.7% |
| All | +9.3% | +33.9% | -24.6% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling