+49.7%
USHY vs GWRE
+82.0%
-32.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.7% | -13.2% | +12.6% | +0.4% |
| 30D | -0.7% | -18.6% | +17.9% | +0.6% |
| 3M | +0.1% | +18.9% | -18.8% | -2.1% |
| 6M | +1.8% | -11.0% | +12.7% | +1.6% |
| YTD | +1.8% | -29.9% | +31.7% | +3.8% |
| 1Y | +3.3% | -44.3% | +47.6% | +7.7% |
| 3Y | +27.0% | +51.7% | -24.7% | +16.0% |
| 5Y | +21.0% | +15.4% | +5.6% | +12.0% |
| All | +49.7% | +82.0% | -32.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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