+13.1%
GSK vs USHY
+1.9%
+11.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +3.8% |
| 7D | +4.9% | -0.2% | +5.1% | +5.2% |
| 30D | +9.9% | +0.7% | +9.2% | +8.4% |
| 3M | +0.2% | -2.2% | +2.4% | +4.6% |
| 6M | +2.3% | -0.9% | +3.2% | +3.8% |
| YTD | +7.1% | +0.2% | +6.9% | +6.5% |
| 1Y | +13.1% | +1.7% | +11.4% | +7.3% |
| All | +13.1% | +1.9% | +11.3% | +7.3% |
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