+26.9%
USHY vs BLDR
-58.1%
+85.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.3% |
| 7D | -0.7% | -8.1% | +7.4% | -0.3% |
| 30D | -0.5% | -21.5% | +20.9% | +0.7% |
| 3M | +0.5% | -21.0% | +21.5% | +1.5% |
| 6M | +1.5% | -37.1% | +38.6% | +3.7% |
| YTD | +1.7% | -42.7% | +44.4% | +4.3% |
| 1Y | +3.5% | -58.0% | +61.5% | +8.1% |
| All | +26.9% | -58.1% | +85.0% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling