+33.5%
USHY vs BAM
+67.8%
-34.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | -0.1% | -3.9% | +3.8% | +0.3% |
| 30D | 0.0% | -8.8% | +8.8% | +0.8% |
| 3M | +0.8% | +2.2% | -1.3% | +0.5% |
| 6M | +1.9% | +5.9% | -4.0% | +1.1% |
| YTD | +2.3% | -6.1% | +8.4% | +2.5% |
| 1Y | +4.1% | -11.6% | +15.8% | +5.0% |
| 3Y | +27.8% | +51.7% | -23.9% | +19.2% |
| All | +33.5% | +67.8% | -34.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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