+47.8%
USHY vs BURL
+177.6%
-129.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -0.3% | +4.1% | -4.3% | -0.6% |
| 30D | 0.0% | -9.5% | +9.5% | +0.7% |
| 3M | -1.8% | -33.5% | +31.7% | +1.1% |
| 6M | -1.0% | -22.1% | +21.1% | +0.5% |
| YTD | +0.5% | -14.6% | +15.0% | +1.1% |
| 1Y | +1.9% | -8.4% | +10.2% | +1.8% |
| 3Y | +24.9% | +86.6% | -61.7% | +15.9% |
| 5Y | +18.8% | -17.2% | +36.0% | +16.1% |
| All | +47.8% | +177.6% | -129.8% | +31.6% |
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