+33.8%
USHY vs BAM
+71.9%
-38.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | 0.0% | -6.0% | +6.0% | +0.5% |
| 3M | +1.2% | +7.3% | -6.2% | +0.3% |
| 6M | +2.6% | +8.2% | -5.6% | +1.5% |
| YTD | +2.4% | -3.8% | +6.3% | +2.5% |
| 1Y | +4.2% | -10.7% | +15.0% | +5.0% |
| 3Y | +28.0% | +55.3% | -27.3% | +19.1% |
| All | +33.8% | +71.9% | -38.1% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling