+198.2%
BN vs USHY
+50.7%
+147.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -2.5% | -0.1% | -2.3% | -2.1% |
| 30D | -9.5% | +0.1% | -9.6% | -9.7% |
| 3M | -10.4% | +0.8% | -11.2% | -12.1% |
| 6M | -6.4% | +1.7% | -8.1% | -9.8% |
| YTD | -11.9% | +2.5% | -14.3% | -16.5% |
| 1Y | -8.6% | +4.4% | -13.0% | -17.1% |
| 3Y | +77.6% | +27.4% | +50.2% | +4.0% |
| 5Y | +37.0% | +21.7% | +15.3% | -8.1% |
| All | +198.2% | +50.7% | +147.5% | +33.3% |
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 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