-34.8%
BROS vs USHY
+4.6%
-39.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.9% |
| 7D | -6.7% | -0.1% | -6.5% | -6.0% |
| 30D | -29.1% | +0.1% | -29.2% | -29.2% |
| 3M | -16.7% | +0.8% | -17.5% | -20.1% |
| 6M | -11.6% | +1.7% | -13.3% | -19.0% |
| YTD | -23.9% | +2.5% | -26.4% | -33.1% |
| 1Y | -34.8% | +4.4% | -39.2% | -48.6% |
| All | -34.8% | +4.6% | -39.4% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling