+34.8%
FAST vs USHY
+2.0%
+32.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.6% |
| 7D | +3.8% | +0.8% | +3.1% | +2.9% |
| 30D | +8.1% | +0.2% | +7.8% | +7.8% |
| 3M | +5.8% | -1.7% | +7.5% | +8.8% |
| 6M | +24.9% | -0.6% | +25.5% | +26.1% |
| YTD | +38.9% | +0.8% | +38.1% | +35.1% |
| All | +34.8% | +2.0% | +32.8% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling