+48.2%
USHY vs BURL
+183.4%
-135.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +0.3% | -4.3% | +4.6% | +0.6% |
| 3M | -1.7% | -28.8% | +27.1% | +0.7% |
| 6M | -0.4% | -12.8% | +12.4% | +0.3% |
| YTD | +0.7% | -12.8% | +13.5% | +1.2% |
| 1Y | +1.8% | -12.3% | +14.0% | +2.1% |
| 3Y | +25.3% | +92.7% | -67.4% | +16.0% |
| 5Y | +19.9% | -6.5% | +26.4% | +15.9% |
| All | +48.2% | +183.4% | -135.2% | +31.7% |
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