+344.5%
BHP vs USHY
+50.4%
+294.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.6% |
| 7D | +0.9% | -0.1% | +1.0% | +1.1% |
| 30D | +4.0% | 0.0% | +4.1% | +4.1% |
| 3M | +11.3% | +0.8% | +10.4% | +9.6% |
| 6M | +29.3% | +1.9% | +27.4% | +25.5% |
| YTD | +59.2% | +2.3% | +57.0% | +53.8% |
| 1Y | +80.8% | +4.1% | +76.7% | +69.0% |
| 3Y | +88.0% | +27.8% | +60.2% | +23.0% |
| 5Y | +126.6% | +21.5% | +105.1% | +65.9% |
| All | +344.5% | +50.4% | +294.1% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling