-64.2%
BAX vs USHY
+19.5%
-83.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.7% |
| 30D | +4.1% | +0.6% | +3.5% | +3.3% |
| 3M | -4.5% | -2.0% | -2.5% | -1.8% |
| 6M | +49.2% | -0.5% | +49.8% | +50.7% |
| YTD | +35.2% | +0.6% | +34.6% | +34.9% |
| 1Y | +38.3% | +2.1% | +36.2% | +35.4% |
| 3Y | -19.0% | +25.3% | -44.4% | -34.7% |
| All | -64.2% | +19.5% | -83.7% | -70.2% |
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 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