+149.2%
FFIV vs USHY
+48.0%
+101.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.5% |
| 7D | -0.5% | -0.4% | -0.1% | +0.2% |
| 30D | -32.4% | +0.6% | -33.0% | -33.0% |
| 3M | -25.7% | -2.0% | -23.7% | -22.9% |
| 6M | -13.5% | -0.5% | -13.0% | -12.5% |
| YTD | +21.1% | +0.6% | +20.5% | +20.2% |
| 1Y | +29.4% | +2.1% | +27.3% | +25.2% |
| 3Y | +94.9% | +25.3% | +69.6% | +35.9% |
| 5Y | +34.7% | +19.7% | +15.0% | +2.5% |
| All | +149.2% | +48.0% | +101.2% | +41.4% |
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