+461.8%
FAST vs USHY
+47.8%
+414.0%
-30.7%
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% | +0.2% |
| 7D | +2.1% | -0.3% | +2.3% | +2.5% |
| 30D | +6.9% | 0.0% | +6.9% | +6.8% |
| 3M | +4.8% | -1.8% | +6.6% | +7.8% |
| 6M | +19.8% | -1.0% | +20.8% | +21.6% |
| YTD | +34.9% | +0.5% | +34.4% | +33.8% |
| 1Y | +32.8% | +1.9% | +30.9% | +28.8% |
| 3Y | +93.7% | +24.9% | +68.9% | +36.1% |
| 5Y | +105.3% | +18.8% | +86.5% | +59.1% |
| All | +461.8% | +47.8% | +414.0% | +210.3% |
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 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