+86.1%
BP vs USHY
+50.7%
+35.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +3.9% | -0.1% | +4.1% | +4.1% |
| 30D | +7.6% | +0.1% | +7.5% | +7.4% |
| 3M | +0.7% | +0.8% | -0.1% | -0.8% |
| 6M | +15.5% | +1.7% | +13.8% | +11.7% |
| YTD | +30.8% | +2.5% | +28.4% | +25.1% |
| 1Y | +34.3% | +4.4% | +29.9% | +24.5% |
| 3Y | +35.1% | +27.4% | +7.7% | -9.3% |
| 5Y | +126.8% | +21.7% | +105.1% | +68.0% |
| All | +86.1% | +50.7% | +35.3% | +4.0% |
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