+20.4%
BTDR vs USHY
+20.9%
-0.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -3.4% | -0.7% | -2.7% | -1.8% |
| 30D | +32.6% | -0.7% | +33.3% | +34.9% |
| 3M | -32.2% | +0.1% | -32.3% | -31.9% |
| 6M | +52.4% | +1.8% | +50.6% | +49.7% |
| YTD | +6.7% | +1.8% | +4.9% | +5.2% |
| 1Y | -15.2% | +3.3% | -18.5% | -18.1% |
| 3Y | +14.9% | +27.0% | -12.1% | -4.4% |
| All | +20.4% | +20.9% | -0.5% | -0.7% |
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 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