+49.7%
USHY vs BNS
+125.1%
-75.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -0.5% | +4.5% | -5.0% | -1.5% |
| 3M | +0.5% | +14.9% | -14.4% | -2.5% |
| 6M | +1.5% | +32.5% | -31.0% | -4.5% |
| YTD | +1.7% | +28.6% | -26.9% | -3.8% |
| 1Y | +3.5% | +48.4% | -44.8% | -5.1% |
| 3Y | +27.2% | +130.8% | -103.6% | +5.2% |
| 5Y | +21.0% | +94.8% | -73.8% | +3.0% |
| All | +49.7% | +125.1% | -75.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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