+25.1%
BROS vs USHY
+21.4%
+3.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.4% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -13.5% | 0.0% | -13.4% | -13.3% |
| 3M | -18.4% | +1.2% | -19.6% | -21.2% |
| 6M | -10.6% | +2.6% | -13.2% | -16.9% |
| YTD | -25.1% | +2.4% | -27.5% | -29.9% |
| 1Y | -28.6% | +4.2% | -32.9% | -36.6% |
| 3Y | +65.6% | +28.0% | +37.5% | -16.8% |
| All | +25.1% | +21.4% | +3.7% | -17.7% |
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