+265.2%
FERG vs USHY
+50.4%
+214.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | -15.1% | 0.0% | -15.0% | -15.0% |
| 3M | -4.8% | +0.8% | -5.7% | -5.6% |
| 6M | -2.5% | +1.9% | -4.4% | -4.2% |
| YTD | +1.8% | +2.3% | -0.4% | -0.3% |
| 1Y | -0.3% | +4.1% | -4.5% | -4.0% |
| 3Y | +52.9% | +27.8% | +25.1% | +24.0% |
| 5Y | +69.3% | +21.5% | +47.8% | +37.5% |
| All | +265.2% | +50.4% | +214.8% | +169.7% |
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