-29.9%
BA vs USHY
+48.2%
-78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -3.9% |
| 30D | -9.5% | +0.2% | -9.7% | -10.3% |
| 3M | -26.5% | -1.7% | -24.8% | -23.1% |
| 6M | -27.4% | -0.6% | -26.7% | -26.0% |
| YTD | -20.6% | +0.8% | -21.4% | -21.9% |
| 1Y | -11.4% | +2.1% | -13.5% | -16.1% |
| 3Y | -10.8% | +26.0% | -36.8% | -52.6% |
| 5Y | -21.9% | +19.2% | -41.1% | -48.8% |
| All | -29.9% | +48.2% | -78.1% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling