+46.9%
USHY vs BURL
+182.1%
-135.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -0.5% | +3.5% | -4.0% | -0.8% |
| 30D | -0.1% | -9.3% | +9.2% | +0.6% |
| 3M | -2.5% | -32.1% | +29.6% | +0.3% |
| 6M | -1.3% | -19.8% | +18.5% | 0.0% |
| YTD | -0.2% | -13.2% | +13.0% | +0.4% |
| 1Y | +1.3% | -7.8% | +9.2% | +1.2% |
| 3Y | +23.4% | +89.3% | -65.9% | +14.5% |
| 5Y | +18.1% | -15.8% | +33.9% | +15.3% |
| All | +46.9% | +182.1% | -135.2% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling