+20.7%
USHY vs BB
-26.5%
+47.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -0.7% | -12.5% | +11.9% | -0.1% |
| 3M | +0.1% | -17.4% | +17.5% | +0.6% |
| 6M | +1.8% | +119.1% | -117.4% | -3.5% |
| YTD | +1.8% | +102.4% | -100.6% | -3.1% |
| 1Y | +3.3% | +98.2% | -94.9% | -1.8% |
| 3Y | +27.0% | +46.9% | -20.0% | +21.5% |
| All | +20.7% | -26.5% | +47.1% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling