+151.1%
BKR vs USHY
+49.7%
+101.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -7.0% | -0.7% | -6.3% | -5.6% |
| 30D | -8.1% | -0.7% | -7.4% | -6.7% |
| 3M | -6.6% | +0.1% | -6.7% | -6.7% |
| 6M | +0.9% | +1.8% | -0.9% | -2.7% |
| YTD | +31.1% | +1.8% | +29.3% | +26.5% |
| 1Y | +27.7% | +3.3% | +24.4% | +19.5% |
| 3Y | +71.2% | +27.0% | +44.3% | +5.4% |
| 5Y | +177.6% | +21.0% | +156.6% | +94.1% |
| All | +151.1% | +49.7% | +101.4% | +21.1% |
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