+53.0%
FDX vs USHY
+1.9%
+51.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.9% |
| 7D | +5.2% | -0.4% | +5.6% | +6.6% |
| 30D | +11.3% | +0.6% | +10.7% | +9.5% |
| 3M | -4.1% | -2.0% | -2.1% | +2.3% |
| 6M | +9.6% | -0.5% | +10.2% | +11.6% |
| YTD | +40.9% | +0.6% | +40.3% | +39.8% |
| 1Y | +53.0% | +2.1% | +50.9% | +43.3% |
| All | +53.0% | +1.9% | +51.2% | +43.3% |
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 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