+47.7%
USHY vs BURL
+185.7%
-138.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +0.3% | +5.9% | -5.5% | -0.2% |
| 30D | -0.1% | -8.3% | +8.2% | +0.5% |
| 3M | -1.9% | -31.6% | +29.8% | +0.9% |
| 6M | -1.0% | -16.6% | +15.6% | 0.0% |
| YTD | +0.4% | -12.1% | +12.5% | +0.9% |
| 1Y | +1.4% | -10.0% | +11.4% | +1.5% |
| 3Y | +24.9% | +94.3% | -69.4% | +15.6% |
| 5Y | +19.3% | -13.2% | +32.5% | +16.1% |
| All | +47.7% | +185.7% | -138.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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