+49.7%
USHY vs GFI
+1,292.1%
-1,242.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.7% | -4.9% | +4.2% | -0.6% |
| 30D | -0.7% | +10.7% | -11.4% | -0.9% |
| 3M | +0.1% | +25.6% | -25.6% | -0.6% |
| 6M | +1.8% | -8.3% | +10.0% | +1.8% |
| YTD | +1.8% | +6.3% | -4.5% | +1.3% |
| 1Y | +3.3% | +22.1% | -18.8% | +2.3% |
| 3Y | +27.0% | +289.2% | -262.2% | +21.6% |
| 5Y | +21.0% | +531.7% | -510.6% | +14.2% |
| All | +49.7% | +1,292.1% | -1,242.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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