+184.5%
BLK vs USHY
+49.7%
+134.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -0.7% | -2.6% | -1.8% |
| 30D | -6.5% | -0.7% | -5.8% | -5.0% |
| 3M | +6.7% | +0.1% | +6.7% | +6.8% |
| 6M | +14.7% | +1.8% | +13.0% | +10.8% |
| YTD | +2.5% | +1.8% | +0.8% | -0.8% |
| 1Y | -2.8% | +3.3% | -6.1% | -8.9% |
| 3Y | +65.9% | +27.0% | +38.9% | +0.9% |
| 5Y | +33.0% | +21.0% | +12.0% | -7.7% |
| All | +184.5% | +49.7% | +134.8% | +31.4% |
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 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