+21.0%
USHY vs GAP
+3.0%
+18.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -0.7% | -6.3% | +5.6% | -0.4% |
| 30D | -0.5% | -0.2% | -0.3% | -0.6% |
| 3M | +0.5% | 0.0% | +0.5% | +0.4% |
| 6M | +1.5% | -8.1% | +9.6% | +1.6% |
| YTD | +1.7% | -16.5% | +18.2% | +2.2% |
| 1Y | +3.5% | -10.5% | +14.0% | +3.5% |
| 3Y | +27.2% | +104.0% | -76.8% | +17.4% |
| 5Y | +21.0% | +6.8% | +14.2% | +10.7% |
| All | +21.0% | +3.0% | +18.0% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling