+23.3%
BTDR vs USHY
+22.4%
+0.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.3% |
| 7D | +14.8% | -0.1% | +14.9% | +15.2% |
| 30D | +41.8% | 0.0% | +41.9% | +42.1% |
| 3M | -29.2% | +0.8% | -30.0% | -30.0% |
| 6M | +66.2% | +1.9% | +64.3% | +62.5% |
| YTD | +10.0% | +2.3% | +7.7% | +7.3% |
| 1Y | -11.0% | +4.1% | -15.1% | -15.4% |
| 3Y | +6.9% | +27.8% | -20.8% | -11.9% |
| 5Y | +24.7% | +21.5% | +3.2% | +1.3% |
| All | +23.3% | +22.4% | +0.9% | +0.9% |
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