-54.1%
BAX vs USHY
+50.7%
-104.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -5.5% | +0.1% | -5.5% | -5.6% |
| 3M | +33.5% | +0.8% | +32.7% | +32.2% |
| 6M | +35.9% | +1.7% | +34.1% | +33.3% |
| YTD | +35.4% | +2.5% | +32.9% | +31.6% |
| 1Y | +9.8% | +4.4% | +5.4% | +4.3% |
| 3Y | -32.7% | +27.4% | -60.1% | -49.1% |
| 5Y | -65.6% | +21.7% | -87.3% | -72.3% |
| All | -54.1% | +50.7% | -104.8% | -71.2% |
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