+50.7%
USHY vs BBWI
-28.6%
+79.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | 0.0% | +1.6% | -1.5% | -0.1% |
| 30D | 0.0% | -6.2% | +6.2% | +0.3% |
| 3M | +1.2% | +4.3% | -3.2% | +0.7% |
| 6M | +2.6% | -7.2% | +9.8% | +2.6% |
| YTD | +2.4% | -3.0% | +5.5% | +2.0% |
| 1Y | +4.2% | -30.8% | +35.0% | +5.5% |
| 3Y | +28.0% | -43.4% | +71.4% | +29.4% |
| 5Y | +21.8% | -66.7% | +88.5% | +25.1% |
| All | +50.7% | -28.6% | +79.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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