+50.7%
USHY vs BWA
+66.9%
-16.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | 0.0% | +4.3% | -4.3% | -0.4% |
| 30D | 0.0% | -2.9% | +2.9% | +0.2% |
| 3M | +1.2% | -12.4% | +13.6% | +2.4% |
| 6M | +2.6% | +28.6% | -25.9% | -0.5% |
| YTD | +2.4% | +48.2% | -45.8% | -2.7% |
| 1Y | +4.2% | +50.9% | -46.7% | -1.3% |
| 3Y | +28.0% | +72.2% | -44.1% | +18.0% |
| 5Y | +21.8% | +91.1% | -69.3% | +9.3% |
| All | +50.7% | +66.9% | -16.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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