+1,611.9%
BE vs USHY
+27.0%
+1,584.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -1.1% |
| 7D | +9.7% | -0.7% | +10.5% | +14.8% |
| 30D | +22.4% | -0.5% | +22.9% | +26.8% |
| 3M | +10.4% | +0.5% | +9.8% | +8.6% |
| 6M | +67.9% | +1.5% | +66.3% | +58.9% |
| YTD | +197.5% | +1.7% | +195.7% | +181.6% |
| 1Y | +310.6% | +3.5% | +307.0% | +259.8% |
| All | +1,611.9% | +27.0% | +1,584.8% | +552.7% |
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 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