-0.3%
BA vs USHY
+21.9%
-22.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | 0.0% | +2.4% | +2.4% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | -2.4% | +1.2% | -3.6% | -4.7% |
| 6M | -8.8% | +2.6% | -11.4% | -13.4% |
| YTD | -2.9% | +2.4% | -5.4% | -7.5% |
| 1Y | -8.8% | +4.2% | -13.0% | -16.3% |
| 3Y | -0.3% | +28.0% | -28.3% | -40.1% |
| 5Y | -0.3% | +21.8% | -22.1% | -23.7% |
| All | -0.3% | +21.9% | -22.2% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling