+37.7%
BEN vs USHY
+20.9%
+16.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.1% |
| 7D | +0.3% | -0.7% | +1.1% | +2.2% |
| 30D | +0.9% | -0.5% | +1.4% | +2.3% |
| 3M | +9.2% | +0.5% | +8.7% | +7.9% |
| 6M | +36.8% | +1.5% | +35.3% | +32.5% |
| YTD | +44.4% | +1.7% | +42.6% | +39.2% |
| 1Y | +45.8% | +3.5% | +42.3% | +34.8% |
| 3Y | +52.5% | +27.2% | +25.4% | -10.9% |
| 5Y | +37.7% | +21.0% | +16.7% | +4.4% |
| All | +37.7% | +20.9% | +16.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling