+71.1%
FDX vs USHY
+25.1%
+46.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +1.2% |
| 7D | +0.5% | +0.3% | +0.1% | -0.3% |
| 30D | +9.5% | -0.1% | +9.7% | +9.9% |
| 3M | -1.3% | -1.9% | +0.5% | +3.7% |
| 6M | +5.5% | -1.0% | +6.5% | +8.5% |
| YTD | +38.9% | +0.4% | +38.5% | +38.0% |
| 1Y | +58.8% | +1.4% | +57.4% | +53.7% |
| 3Y | +71.1% | +24.9% | +46.2% | +18.2% |
| All | +71.1% | +25.1% | +46.0% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling