+50.0%
FANG vs USHY
+27.0%
+22.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -0.7% | +3.6% | +3.9% |
| 30D | +2.6% | -0.7% | +3.3% | +3.6% |
| 3M | +7.6% | +0.1% | +7.5% | +7.2% |
| 6M | +17.3% | +1.8% | +15.5% | +13.0% |
| YTD | +38.7% | +1.8% | +36.9% | +33.4% |
| 1Y | +51.6% | +3.3% | +48.4% | +41.2% |
| 3Y | +50.0% | +27.0% | +23.0% | +16.3% |
| All | +50.0% | +27.0% | +22.9% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling