-16.0%
BA vs USHY
+50.4%
-66.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -1.5% |
| 7D | -1.2% | -0.1% | -1.0% | -0.8% |
| 30D | -11.3% | 0.0% | -11.3% | -11.2% |
| 3M | -3.8% | +0.8% | -4.6% | -5.8% |
| 6M | -8.3% | +1.9% | -10.2% | -12.4% |
| YTD | -4.9% | +2.3% | -7.2% | -10.1% |
| 1Y | -10.1% | +4.1% | -14.2% | -19.1% |
| 3Y | -2.3% | +27.8% | -30.1% | -50.1% |
| 5Y | -3.5% | +21.5% | -25.0% | -40.0% |
| All | -16.0% | +50.4% | -66.4% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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