+19.4%
BRO vs USHY
+20.9%
-1.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.3% | -0.7% | -6.6% | -6.6% |
| 30D | -6.9% | -0.7% | -6.2% | -6.1% |
| 3M | +10.7% | +0.1% | +10.6% | +10.6% |
| 6M | -2.7% | +1.8% | -4.5% | -4.9% |
| YTD | -16.3% | +1.8% | -18.1% | -18.2% |
| 1Y | -29.1% | +3.3% | -32.4% | -32.0% |
| 3Y | -7.8% | +27.0% | -34.8% | -32.1% |
| All | +19.4% | +20.9% | -1.5% | +7.2% |
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