+394.5%
GLW vs USHY
+21.5%
+372.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.9% |
| 7D | +16.9% | -0.1% | +17.0% | +17.2% |
| 30D | +7.0% | 0.0% | +7.0% | +7.1% |
| 3M | -3.0% | +0.8% | -3.8% | -4.4% |
| 6M | +31.0% | +1.9% | +29.1% | +27.2% |
| YTD | +93.4% | +2.3% | +91.2% | +87.2% |
| 1Y | +134.7% | +4.1% | +130.6% | +120.2% |
| 3Y | +471.8% | +27.8% | +444.0% | +285.0% |
| 5Y | +394.5% | +21.5% | +373.0% | +271.5% |
| All | +394.5% | +21.5% | +372.9% | +271.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling