+50.7%
USHY vs GAP
+10.9%
+39.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | 0.0% | +9.3% | -9.4% | -0.6% |
| 3M | +1.2% | +6.1% | -4.9% | +0.6% |
| 6M | +2.6% | -2.3% | +4.9% | +2.4% |
| YTD | +2.4% | -10.6% | +13.0% | +2.6% |
| 1Y | +4.2% | -4.4% | +8.7% | +3.8% |
| 3Y | +28.0% | +118.3% | -90.3% | +17.7% |
| 5Y | +21.8% | +12.2% | +9.6% | +14.5% |
| All | +50.7% | +10.9% | +39.8% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling