+423.2%
FAST vs USHY
+50.7%
+372.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -0.1% | -0.2% | -0.1% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | +5.8% | +0.8% | +4.9% | +4.4% |
| 6M | +8.0% | +1.7% | +6.3% | +5.0% |
| YTD | +25.6% | +2.5% | +23.2% | +20.8% |
| 1Y | +0.8% | +4.4% | -3.6% | -6.0% |
| 3Y | +86.1% | +27.4% | +58.7% | +26.7% |
| 5Y | +100.2% | +21.7% | +78.5% | +49.3% |
| All | +423.2% | +50.7% | +372.5% | +180.2% |
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