+49.7%
USHY vs BAH
+136.8%
-87.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -0.9% |
| 7D | -0.7% | +2.4% | -3.2% | -0.9% |
| 30D | -0.5% | -2.9% | +2.4% | -0.3% |
| 3M | +0.5% | -1.3% | +1.9% | +0.5% |
| 6M | +1.5% | -0.9% | +2.4% | +1.3% |
| YTD | +1.7% | -8.2% | +10.0% | +1.9% |
| 1Y | +3.5% | -24.0% | +27.5% | +5.5% |
| 3Y | +27.2% | -28.1% | +55.2% | +27.4% |
| 5Y | +21.0% | +2.5% | +18.5% | +13.8% |
| All | +49.7% | +136.8% | -87.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling