-75.3%
FCUV vs USHY
+1.5%
-76.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | -1.5% |
| 7D | -72.0% | -0.7% | -71.2% | -72.9% |
| 30D | -8.0% | -0.5% | -7.5% | -10.2% |
| 3M | +66.3% | +0.5% | +65.7% | +64.5% |
| 6M | -75.3% | +1.5% | -76.8% | -76.1% |
| All | -75.3% | +1.5% | -76.8% | -76.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling