+376.6%
GH vs USHY
+27.0%
+349.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -0.2% |
| 7D | -1.2% | -0.7% | -0.5% | +1.9% |
| 30D | -3.7% | -0.5% | -3.1% | -1.5% |
| 3M | +21.7% | +0.5% | +21.2% | +19.1% |
| 6M | +75.7% | +1.5% | +74.2% | +67.0% |
| YTD | +55.7% | +1.7% | +54.0% | +46.8% |
| 1Y | +181.1% | +3.5% | +177.6% | +145.8% |
| All | +376.6% | +27.0% | +349.6% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling