+259.6%
GNRC vs USHY
+49.7%
+209.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.2% | -0.7% | +0.5% | +1.7% |
| 30D | -15.7% | -0.7% | -15.1% | -14.1% |
| 3M | -27.3% | +0.1% | -27.4% | -27.3% |
| 6M | -12.1% | +1.8% | -13.8% | -15.6% |
| YTD | +37.1% | +1.8% | +35.3% | +31.9% |
| 1Y | -0.5% | +3.3% | -3.8% | -7.6% |
| 3Y | +61.5% | +27.0% | +34.5% | -9.8% |
| 5Y | -58.6% | +21.0% | -79.6% | -72.8% |
| All | +259.6% | +49.7% | +209.9% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling