+235.2%
GLD vs USHY
+50.4%
+184.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.1% | -0.1% | +0.3% | +0.2% |
| 30D | +0.2% | 0.0% | +0.3% | +0.2% |
| 3M | +3.2% | +0.8% | +2.4% | +2.9% |
| 6M | -14.6% | +1.9% | -16.6% | -15.2% |
| YTD | +1.8% | +2.3% | -0.5% | +1.1% |
| 1Y | +20.7% | +4.1% | +16.6% | +19.2% |
| 3Y | +126.5% | +27.8% | +98.7% | +109.8% |
| 5Y | +140.0% | +21.5% | +118.5% | +123.1% |
| All | +235.2% | +50.4% | +184.8% | +197.3% |
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