+50.7%
USHY vs BAH
+127.8%
-77.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.1% |
| 30D | +0.1% | +2.0% | -1.9% | -0.1% |
| 3M | +0.8% | -7.6% | +8.5% | +1.4% |
| 6M | +1.7% | -5.7% | +7.4% | +1.9% |
| YTD | +2.5% | -11.7% | +14.2% | +3.0% |
| 1Y | +4.4% | -27.4% | +31.8% | +6.8% |
| 3Y | +27.4% | -32.5% | +59.9% | +28.5% |
| 5Y | +21.7% | -3.3% | +25.1% | +15.2% |
| All | +50.7% | +127.8% | -77.1% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling