+18.4%
BROS vs USHY
+20.6%
-2.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -1.8% |
| 7D | -6.1% | -0.7% | -5.3% | -3.8% |
| 30D | -12.4% | -0.5% | -11.8% | -10.7% |
| 3M | -27.9% | +0.5% | -28.5% | -28.9% |
| 6M | -16.8% | +1.5% | -18.3% | -19.9% |
| YTD | -29.0% | +1.7% | -30.8% | -32.2% |
| 1Y | -33.2% | +3.5% | -36.7% | -39.3% |
| 3Y | +56.8% | +27.2% | +29.6% | -19.5% |
| All | +18.4% | +20.6% | -2.1% | -20.3% |
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 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