+406.2%
GME vs USHY
+49.7%
+356.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +10.4% | -0.7% | +11.1% | +12.2% |
| 30D | +14.1% | -0.7% | +14.8% | +15.9% |
| 3M | -4.6% | +0.1% | -4.7% | -4.9% |
| 6M | -13.5% | +1.8% | -15.3% | -17.2% |
| YTD | +5.3% | +1.8% | +3.6% | +0.9% |
| 1Y | -14.9% | +3.3% | -18.2% | -21.2% |
| 3Y | +24.3% | +27.0% | -2.7% | -28.8% |
| 5Y | -55.6% | +21.0% | -76.6% | -70.8% |
| All | +406.2% | +49.7% | +356.4% | +103.8% |
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