+49.7%
USHY vs BLDR
+241.7%
-191.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.2% |
| 7D | -0.7% | -8.2% | +7.6% | 0.0% |
| 30D | -0.7% | -16.6% | +16.0% | +0.8% |
| 3M | +0.1% | -23.2% | +23.2% | +1.9% |
| 6M | +1.8% | -33.7% | +35.5% | +4.8% |
| YTD | +1.8% | -41.3% | +43.1% | +5.6% |
| 1Y | +3.3% | -58.8% | +62.1% | +10.4% |
| 3Y | +27.0% | -57.5% | +84.4% | +32.6% |
| 5Y | +21.0% | +12.9% | +8.1% | +13.1% |
| All | +49.7% | +241.7% | -191.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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