+142.7%
FFIV vs USHY
+27.8%
+114.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | 0.0% | -1.6% | -1.6% |
| 30D | -2.7% | 0.0% | -2.6% | -2.6% |
| 3M | -1.7% | +1.2% | -2.8% | -4.1% |
| 6M | +36.1% | +2.6% | +33.5% | +28.3% |
| YTD | +52.6% | +2.4% | +50.2% | +44.5% |
| 1Y | +21.5% | +4.2% | +17.3% | +10.7% |
| 3Y | +142.7% | +28.0% | +114.7% | +63.6% |
| All | +142.7% | +27.8% | +114.8% | +63.6% |
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