+40.3%
BMY vs USHY
+3.5%
+36.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -0.7% | -4.1% | -3.8% |
| 30D | -0.1% | -0.7% | +0.6% | +0.9% |
| 3M | +13.1% | +0.1% | +13.1% | +13.1% |
| 6M | +8.4% | +1.8% | +6.6% | +5.9% |
| YTD | +22.0% | +1.8% | +20.2% | +19.4% |
| 1Y | +40.3% | +3.3% | +37.0% | +35.3% |
| All | +40.3% | +3.5% | +36.8% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling