+182.8%
BN vs USHY
+49.7%
+133.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -5.2% | -0.7% | -4.5% | -3.5% |
| 30D | -14.5% | -0.7% | -13.8% | -12.9% |
| 3M | -15.0% | +0.1% | -15.0% | -15.0% |
| 6M | -5.4% | +1.8% | -7.2% | -9.0% |
| YTD | -16.4% | +1.8% | -18.2% | -19.4% |
| 1Y | -16.2% | +3.3% | -19.5% | -22.0% |
| 3Y | +67.5% | +27.0% | +40.6% | -1.0% |
| 5Y | +34.1% | +21.0% | +13.1% | -8.7% |
| All | +182.8% | +49.7% | +133.1% | +28.7% |
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 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