+60.7%
F vs USHY
+47.8%
+12.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -0.3% | +1.8% | +2.1% |
| 30D | +2.6% | 0.0% | +2.6% | +2.5% |
| 3M | -8.8% | -1.8% | -7.0% | -4.6% |
| 6M | +4.6% | -1.0% | +5.7% | +7.5% |
| YTD | -1.9% | +0.5% | -2.4% | -2.5% |
| 1Y | -0.8% | +1.9% | -2.6% | -4.7% |
| 3Y | +43.5% | +24.9% | +18.6% | -14.0% |
| 5Y | -12.1% | +18.8% | -30.9% | -38.6% |
| All | +60.7% | +47.8% | +12.9% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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