+35.2%
BN vs USHY
+21.5%
+13.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.4% |
| 7D | -3.0% | -0.1% | -2.9% | -2.6% |
| 30D | -13.0% | 0.0% | -13.0% | -12.8% |
| 3M | -15.2% | +0.8% | -16.1% | -17.0% |
| 6M | -5.9% | +1.9% | -7.8% | -10.1% |
| YTD | -15.8% | +2.3% | -18.0% | -20.1% |
| 1Y | -12.2% | +4.1% | -16.3% | -20.4% |
| 3Y | +72.2% | +27.8% | +44.4% | -1.2% |
| All | +35.2% | +21.5% | +13.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling