+102.4%
FDX vs USHY
+50.7%
+51.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -0.1% | -2.4% | -2.3% |
| 30D | +3.8% | +0.1% | +3.7% | +3.6% |
| 3M | -1.3% | +0.8% | -2.1% | -2.7% |
| 6M | +5.0% | +1.7% | +3.3% | +2.1% |
| YTD | +39.6% | +2.5% | +37.2% | +33.9% |
| 1Y | +81.1% | +4.4% | +76.7% | +68.1% |
| 3Y | +63.0% | +27.4% | +35.7% | +7.5% |
| 5Y | +65.6% | +21.7% | +43.9% | +20.4% |
| All | +102.4% | +50.7% | +51.7% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling