+31.1%
USHY vs BAM
+88.1%
-57.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.3% | +5.0% | -4.7% | -0.2% |
| 30D | -0.1% | +16.6% | -16.7% | -1.7% |
| 3M | -1.9% | +2.2% | -4.1% | -2.2% |
| 6M | -1.0% | +9.7% | -10.7% | -2.1% |
| YTD | +0.4% | +5.2% | -4.8% | -0.5% |
| 1Y | +1.4% | +3.9% | -2.5% | +0.6% |
| 3Y | +24.9% | +91.5% | -66.6% | +13.7% |
| All | +31.1% | +88.1% | -57.0% | +18.8% |
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