-98.0%
FCUV vs USHY
+1.9%
-99.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.7% | -8.2% | -6.9% |
| 7D | -8.6% | -0.2% | -8.4% | -8.4% |
| 30D | -25.9% | +0.7% | -26.6% | -25.3% |
| 3M | -69.8% | -2.2% | -67.6% | -69.9% |
| 6M | -31.6% | -0.9% | -30.8% | -35.4% |
| YTD | -90.1% | +0.2% | -90.3% | -90.6% |
| 1Y | -98.0% | +1.7% | -99.7% | -98.5% |
| All | -98.0% | +1.9% | -99.8% | -98.5% |
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