-10.1%
BA vs USHY
+24.4%
-34.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | -0.3% | +1.3% | +1.8% |
| 30D | -7.9% | 0.0% | -8.0% | -8.2% |
| 3M | -25.3% | -1.8% | -23.5% | -21.4% |
| 6M | -24.6% | -1.0% | -23.6% | -22.2% |
| YTD | -20.1% | +0.5% | -20.6% | -20.7% |
| 1Y | -11.8% | +1.9% | -13.6% | -15.6% |
| 3Y | -10.1% | +24.9% | -35.0% | -34.4% |
| All | -10.1% | +24.4% | -34.6% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling