+388.8%
GH vs USHY
+46.6%
+342.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -2.5% | -0.7% | -1.8% | -0.5% |
| 30D | -4.7% | -0.7% | -4.0% | -2.8% |
| 3M | +20.2% | +0.1% | +20.2% | +20.1% |
| 6M | +78.8% | +1.8% | +77.0% | +71.6% |
| YTD | +54.1% | +1.8% | +52.3% | +48.1% |
| 1Y | +177.1% | +3.3% | +173.8% | +154.7% |
| 3Y | +371.6% | +27.0% | +344.7% | +153.1% |
| 5Y | +21.9% | +21.0% | +0.9% | -22.5% |
| All | +388.8% | +46.6% | +342.1% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling