+64.4%
FDX vs USHY
+21.9%
+42.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.3% | 0.0% | -3.3% | -3.4% |
| 30D | -1.4% | 0.0% | -1.4% | -1.3% |
| 3M | -4.5% | +1.2% | -5.7% | -6.4% |
| 6M | +9.4% | +2.6% | +6.8% | +4.7% |
| YTD | +36.0% | +2.4% | +33.6% | +30.6% |
| 1Y | +75.5% | +4.2% | +71.3% | +63.6% |
| 3Y | +62.8% | +28.0% | +34.8% | +9.8% |
| 5Y | +64.4% | +21.8% | +42.6% | +22.8% |
| All | +64.4% | +21.9% | +42.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling