+99.1%
FFIV vs USHY
+21.5%
+77.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.0% | +4.2% |
| 7D | +3.5% | -0.1% | +3.6% | +3.7% |
| 30D | -1.3% | 0.0% | -1.3% | -1.2% |
| 3M | +2.4% | +0.8% | +1.5% | +0.8% |
| 6M | +41.8% | +1.9% | +39.9% | +36.9% |
| YTD | +58.5% | +2.3% | +56.3% | +52.2% |
| 1Y | +24.3% | +4.1% | +20.2% | +15.4% |
| 3Y | +152.0% | +27.8% | +124.2% | +64.1% |
| 5Y | +99.1% | +21.5% | +77.6% | +63.5% |
| All | +99.1% | +21.5% | +77.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling