+52.3%
BDX vs USHY
+1.9%
+50.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +4.4% |
| 7D | +7.2% | -0.2% | +7.4% | +7.4% |
| 30D | +15.8% | +0.7% | +15.1% | +14.4% |
| 3M | +23.7% | -2.2% | +25.9% | +28.2% |
| 6M | +44.8% | -0.9% | +45.7% | +46.3% |
| YTD | +39.8% | +0.2% | +39.6% | +38.4% |
| 1Y | +52.3% | +1.7% | +50.6% | +44.6% |
| All | +52.3% | +1.9% | +50.5% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling