+24.5%
BX vs USHY
+27.0%
-2.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.3% |
| 7D | -5.6% | -0.7% | -4.9% | -2.6% |
| 30D | -12.2% | -0.7% | -11.5% | -9.4% |
| 3M | +7.4% | +0.1% | +7.3% | +7.5% |
| 6M | +22.2% | +1.8% | +20.4% | +14.2% |
| YTD | -14.0% | +1.8% | -15.8% | -19.3% |
| 1Y | -27.3% | +3.3% | -30.6% | -35.9% |
| 3Y | +24.5% | +27.0% | -2.4% | -47.6% |
| All | +24.5% | +27.0% | -2.5% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling