+30.3%
HYG vs GEHC
+2.1%
+28.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.7% | -7.2% | +6.5% | -0.2% |
| 30D | -0.7% | -11.6% | +10.8% | +0.1% |
| 3M | -0.2% | -0.8% | +0.6% | -0.3% |
| 6M | +1.4% | -11.9% | +13.3% | +2.1% |
| YTD | +1.5% | -21.9% | +23.4% | +3.1% |
| 1Y | +2.9% | -17.8% | +20.7% | +4.0% |
| 3Y | +25.6% | -3.5% | +29.2% | +24.2% |
| All | +30.3% | +2.1% | +28.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling