+463.5%
BTSG vs USHY
+20.0%
+443.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.3% |
| 7D | +2.9% | -0.1% | +3.0% | +3.4% |
| 30D | +0.9% | 0.0% | +0.9% | +1.0% |
| 3M | +1.6% | +0.8% | +0.8% | -1.1% |
| 6M | +46.8% | +1.9% | +44.9% | +38.4% |
| YTD | +65.5% | +2.3% | +63.3% | +54.8% |
| 1Y | +136.2% | +4.1% | +132.1% | +109.2% |
| All | +463.5% | +20.0% | +443.5% | +263.9% |
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