+20.9%
GNRC vs USHY
+1.9%
+19.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.7% | -10.2% | -12.5% |
| 7D | -6.0% | -0.2% | -5.8% | -5.1% |
| 30D | -12.0% | +0.7% | -12.7% | -14.9% |
| 3M | -13.4% | -2.2% | -11.2% | -2.3% |
| 6M | -26.4% | -0.9% | -25.5% | -21.4% |
| YTD | +38.8% | +0.2% | +38.7% | +40.6% |
| 1Y | +20.9% | +1.7% | +19.2% | +6.3% |
| All | +20.9% | +1.9% | +19.0% | +6.3% |
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