+22.8%
BEN vs USHY
+49.7%
-26.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -3.1% | -0.7% | -2.4% | -1.6% |
| 30D | +0.2% | -0.7% | +0.9% | +1.7% |
| 3M | +6.8% | +0.1% | +6.8% | +6.8% |
| 6M | +38.1% | +1.8% | +36.3% | +33.6% |
| YTD | +44.3% | +1.8% | +42.6% | +39.8% |
| 1Y | +42.6% | +3.3% | +39.3% | +33.8% |
| 3Y | +52.3% | +27.0% | +25.3% | -5.3% |
| 5Y | +37.6% | +21.0% | +16.6% | -3.6% |
| All | +22.8% | +49.7% | -26.9% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling