-19.0%
BAX vs USHY
+25.4%
-44.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +1.4% |
| 30D | +4.1% | +0.6% | +3.5% | +2.3% |
| 3M | -4.5% | -2.0% | -2.5% | +1.8% |
| 6M | +49.2% | -0.5% | +49.8% | +52.3% |
| YTD | +35.2% | +0.6% | +34.6% | +33.9% |
| 1Y | +38.3% | +2.1% | +36.2% | +31.1% |
| 3Y | -19.0% | +25.3% | -44.4% | -47.9% |
| All | -19.0% | +25.4% | -44.5% | -47.9% |
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 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