+123.2%
GLW vs USHY
+4.6%
+118.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.9% |
| 7D | +3.8% | -0.1% | +3.9% | +4.8% |
| 30D | -1.3% | +0.1% | -1.4% | -2.0% |
| 3M | -21.8% | +0.8% | -22.6% | -25.8% |
| 6M | +6.9% | +1.7% | +5.2% | -2.3% |
| YTD | +77.2% | +2.5% | +74.7% | +56.4% |
| 1Y | +123.2% | +4.4% | +118.8% | +79.7% |
| All | +123.2% | +4.6% | +118.7% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling