+426.2%
BTSG vs USHY
+19.4%
+406.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -4.9% |
| 7D | -5.8% | -0.7% | -5.0% | -3.2% |
| 30D | 0.0% | -0.5% | +0.5% | +2.0% |
| 3M | -4.5% | +0.5% | -5.0% | -5.8% |
| 6M | +40.0% | +1.5% | +38.5% | +34.1% |
| YTD | +54.6% | +1.7% | +52.8% | +47.1% |
| 1Y | +106.1% | +3.5% | +102.6% | +86.3% |
| All | +426.2% | +19.4% | +406.7% | +246.0% |
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