+49.7%
USHY vs BB
-28.7%
+78.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -0.7% | -12.5% | +11.9% | -0.2% |
| 3M | +0.1% | -17.4% | +17.5% | +0.6% |
| 6M | +1.8% | +119.1% | -117.4% | -2.4% |
| YTD | +1.8% | +102.4% | -100.6% | -2.1% |
| 1Y | +3.3% | +98.2% | -94.9% | -0.7% |
| 3Y | +27.0% | +46.9% | -20.0% | +22.0% |
| 5Y | +21.0% | -26.4% | +47.4% | +17.8% |
| All | +49.7% | -28.7% | +78.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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