-67.1%
BAX vs USHY
+21.5%
-88.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.6% |
| 7D | -5.1% | -0.1% | -5.0% | -4.9% |
| 30D | -12.2% | 0.0% | -12.1% | -12.1% |
| 3M | +21.8% | +0.8% | +21.0% | +20.6% |
| 6M | +36.3% | +1.9% | +34.4% | +33.3% |
| YTD | +27.8% | +2.3% | +25.6% | +24.7% |
| 1Y | -0.1% | +4.1% | -4.2% | -4.6% |
| 3Y | -33.3% | +27.8% | -61.1% | -47.5% |
| 5Y | -67.1% | +21.5% | -88.6% | -73.7% |
| All | -67.1% | +21.5% | -88.6% | -73.7% |
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