+167.2%
FANG vs USHY
+49.7%
+117.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | +2.9% | -0.7% | +3.6% | +4.4% |
| 30D | +2.6% | -0.7% | +3.3% | +4.1% |
| 3M | +7.6% | +0.1% | +7.5% | +7.1% |
| 6M | +17.3% | +1.8% | +15.5% | +11.7% |
| YTD | +38.7% | +1.8% | +36.9% | +31.9% |
| 1Y | +51.6% | +3.3% | +48.4% | +39.4% |
| 3Y | +50.0% | +27.0% | +23.0% | -12.7% |
| 5Y | +237.6% | +21.0% | +216.5% | +127.0% |
| All | +167.2% | +49.7% | +117.5% | +54.4% |
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