+178.2%
BAC vs USHY
+50.7%
+127.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.4% |
| 30D | -0.4% | +0.1% | -0.5% | -0.6% |
| 3M | +16.9% | +0.8% | +16.1% | +14.9% |
| 6M | +26.6% | +1.7% | +24.9% | +22.1% |
| YTD | +15.8% | +2.5% | +13.3% | +10.0% |
| 1Y | +27.2% | +4.4% | +22.8% | +16.1% |
| 3Y | +132.4% | +27.4% | +105.0% | +41.0% |
| 5Y | +72.6% | +21.7% | +50.8% | +18.7% |
| All | +178.2% | +50.7% | +127.5% | +25.9% |
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