+19.8%
GME vs USHY
+27.0%
-7.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +4.2% |
| 7D | +6.0% | -0.7% | +6.8% | +8.6% |
| 30D | +8.3% | -0.5% | +8.9% | +10.2% |
| 3M | -9.1% | +0.5% | -9.6% | -11.0% |
| 6M | -16.3% | +1.5% | -17.8% | -20.7% |
| YTD | +1.5% | +1.7% | -0.2% | -4.5% |
| 1Y | -16.3% | +3.5% | -19.9% | -26.0% |
| All | +19.8% | +27.0% | -7.2% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling