-10.0%
BDX vs USHY
+27.0%
-37.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.2% | -0.7% | -2.5% | -2.1% |
| 30D | -2.5% | -0.7% | -1.9% | -1.5% |
| 3M | +21.4% | +0.1% | +21.4% | +21.3% |
| 6M | +10.4% | +1.8% | +8.6% | +7.3% |
| YTD | +18.8% | +1.8% | +17.1% | +15.5% |
| 1Y | +21.7% | +3.3% | +18.4% | +15.6% |
| 3Y | -10.0% | +27.0% | -36.9% | -34.5% |
| All | -10.0% | +27.0% | -37.0% | -34.5% |
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