+452.0%
BX vs USHY
+50.4%
+401.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.1% |
| 7D | -5.7% | -0.1% | -5.5% | -5.3% |
| 30D | -8.9% | 0.0% | -8.8% | -8.7% |
| 3M | +8.4% | +0.8% | +7.5% | +6.0% |
| 6M | +18.9% | +1.9% | +17.0% | +13.4% |
| YTD | -13.6% | +2.3% | -15.9% | -18.2% |
| 1Y | -22.4% | +4.1% | -26.6% | -30.2% |
| 3Y | +26.0% | +27.8% | -1.8% | -32.8% |
| 5Y | +18.8% | +21.5% | -2.7% | -23.7% |
| All | +452.0% | +50.4% | +401.6% | +136.1% |
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