+49.7%
USHY vs GAP
+6.6%
+43.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.1% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -0.7% | +6.2% | -6.9% | -1.1% |
| 3M | +0.1% | -0.7% | +0.7% | -0.1% |
| 6M | +1.8% | -7.1% | +8.9% | +1.9% |
| YTD | +1.8% | -14.1% | +15.8% | +2.2% |
| 1Y | +3.3% | -8.5% | +11.8% | +3.1% |
| 3Y | +27.0% | +115.4% | -88.4% | +16.8% |
| 5Y | +21.0% | +9.8% | +11.2% | +13.9% |
| All | +49.7% | +6.6% | +43.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling