+214.8%
FFIV vs USHY
+50.7%
+164.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | -0.1% | -0.8% | -0.7% |
| 30D | -5.1% | +0.1% | -5.2% | -5.2% |
| 3M | -4.5% | +0.8% | -5.3% | -5.7% |
| 6M | +36.5% | +1.7% | +34.7% | +32.6% |
| YTD | +53.0% | +2.5% | +50.5% | +46.9% |
| 1Y | +24.2% | +4.4% | +19.8% | +15.7% |
| 3Y | +137.2% | +27.4% | +109.8% | +60.5% |
| 5Y | +91.8% | +21.7% | +70.0% | +41.6% |
| All | +214.8% | +50.7% | +164.0% | +72.8% |
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