+50.7%
USHY vs BB
-26.8%
+77.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | 0.0% | -12.4% | +12.3% | +0.5% |
| 3M | +1.2% | -15.3% | +16.4% | +1.5% |
| 6M | +2.6% | +128.8% | -126.2% | -1.8% |
| YTD | +2.4% | +107.7% | -105.2% | -1.5% |
| 1Y | +4.2% | +103.9% | -99.7% | +0.1% |
| 3Y | +28.0% | +72.6% | -44.6% | +22.0% |
| 5Y | +21.8% | -24.3% | +46.0% | +18.4% |
| All | +50.7% | -26.8% | +77.5% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling