+632.4%
GEV vs USHY
+18.0%
+614.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.5% |
| 7D | +1.6% | -0.7% | +2.3% | +5.0% |
| 30D | -7.9% | -0.7% | -7.3% | -5.0% |
| 3M | +5.6% | +0.1% | +5.6% | +5.6% |
| 6M | +13.1% | +1.8% | +11.3% | +5.2% |
| YTD | +46.7% | +1.8% | +45.0% | +36.7% |
| 1Y | +51.3% | +3.3% | +48.0% | +32.7% |
| All | +632.4% | +18.0% | +614.5% | +277.2% |
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 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