+40.0%
GLW vs USHY
+1.9%
+38.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -3.5% |
| 7D | +7.7% | -0.4% | +8.2% | +11.4% |
| 30D | -18.8% | +0.6% | -19.4% | -22.2% |
| 3M | -27.7% | -2.0% | -25.7% | -14.8% |
| 6M | -44.4% | -0.5% | -43.9% | -40.9% |
| YTD | +31.3% | +0.6% | +30.7% | +35.7% |
| 1Y | +40.0% | +2.1% | +37.9% | +30.2% |
| All | +40.0% | +1.9% | +38.2% | +30.2% |
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