-4.7%
BN vs USHY
+1.9%
-6.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +3.3% |
| 7D | +12.0% | -0.2% | +12.2% | +12.8% |
| 30D | +17.0% | +0.7% | +16.3% | +13.4% |
| 3M | -3.2% | -2.2% | -1.0% | +7.5% |
| 6M | -3.9% | -0.9% | -3.0% | +0.2% |
| YTD | -5.6% | +0.2% | -5.7% | -5.4% |
| 1Y | -4.7% | +1.7% | -6.5% | -14.7% |
| All | -4.7% | +1.9% | -6.6% | -14.7% |
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