+75.8%
GM vs USHY
+20.9%
+54.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -0.7% | -1.8% | -0.8% |
| 30D | -1.1% | -0.7% | -0.4% | +0.5% |
| 3M | +6.1% | +0.1% | +6.1% | +6.0% |
| 6M | +15.0% | +1.8% | +13.2% | +10.4% |
| YTD | +6.0% | +1.8% | +4.2% | +1.9% |
| 1Y | +47.1% | +3.3% | +43.8% | +36.6% |
| 3Y | +170.5% | +27.0% | +143.5% | +56.4% |
| All | +75.8% | +20.9% | +54.8% | +23.4% |
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