+25.9%
USHY vs BURL
+97.8%
-71.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +0.5% | -4.4% | +4.9% | +0.7% |
| 3M | -1.2% | -28.6% | +27.4% | +0.3% |
| 6M | -0.1% | -12.3% | +12.2% | +0.3% |
| YTD | +1.1% | -11.3% | +12.4% | +1.3% |
| 1Y | +2.0% | -10.4% | +12.4% | +2.1% |
| All | +25.9% | +97.8% | -71.9% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling