+231.9%
FFIV vs USHY
+49.7%
+182.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.4% | -0.7% | +6.1% | +6.7% |
| 30D | -2.7% | -0.7% | -2.0% | -1.5% |
| 3M | +4.5% | +0.1% | +4.5% | +4.5% |
| 6M | +42.2% | +1.8% | +40.4% | +38.1% |
| YTD | +61.3% | +1.8% | +59.5% | +56.8% |
| 1Y | +23.0% | +3.3% | +19.8% | +16.7% |
| 3Y | +156.3% | +27.0% | +129.3% | +74.4% |
| 5Y | +102.9% | +21.0% | +81.8% | +51.3% |
| All | +231.9% | +49.7% | +182.2% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling