+48.0%
USHY vs BURL
+173.2%
-125.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.3% |
| 30D | +0.6% | -7.7% | +8.3% | +1.2% |
| 3M | -2.0% | -31.7% | +29.6% | +0.7% |
| 6M | -0.5% | -15.2% | +14.6% | +0.3% |
| YTD | +0.6% | -15.9% | +16.5% | +1.4% |
| 1Y | +2.1% | -14.2% | +16.3% | +2.6% |
| 3Y | +25.3% | +93.5% | -68.2% | +15.9% |
| 5Y | +19.7% | -9.9% | +29.6% | +16.1% |
| All | +48.0% | +173.2% | -125.2% | +31.9% |
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