+48.4%
FE vs USHY
+24.8%
+23.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | -0.3% | +0.2% | +0.2% |
| 30D | +5.2% | 0.0% | +5.2% | +5.1% |
| 3M | 0.0% | -1.8% | +1.8% | +1.6% |
| 6M | +5.0% | -1.0% | +6.1% | +6.0% |
| YTD | +7.9% | +0.5% | +7.4% | +7.3% |
| 1Y | +6.3% | +1.9% | +4.5% | +4.3% |
| All | +48.4% | +24.8% | +23.6% | +5.1% |
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 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