+627.7%
GEV vs USHY
+18.5%
+609.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.2% |
| 7D | +3.2% | -0.1% | +3.3% | +3.8% |
| 30D | -4.0% | 0.0% | -4.0% | -3.8% |
| 3M | +3.4% | +0.8% | +2.6% | -0.2% |
| 6M | +14.7% | +1.9% | +12.8% | +6.0% |
| YTD | +45.8% | +2.3% | +43.5% | +32.9% |
| 1Y | +57.4% | +4.1% | +53.2% | +32.9% |
| All | +627.7% | +18.5% | +609.2% | +266.6% |
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