+156.1%
FFIV vs USHY
+48.2%
+107.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +1.9% | -0.3% | +2.2% | +2.5% |
| 30D | -33.3% | +0.3% | -33.6% | -33.6% |
| 3M | -24.9% | -1.7% | -23.2% | -22.5% |
| 6M | -10.5% | -0.4% | -10.1% | -9.7% |
| YTD | +24.4% | +0.7% | +23.7% | +23.3% |
| 1Y | +32.3% | +1.8% | +30.5% | +28.7% |
| 3Y | +99.7% | +25.3% | +74.4% | +39.2% |
| 5Y | +38.4% | +19.9% | +18.6% | +5.1% |
| All | +156.1% | +48.2% | +107.9% | +45.0% |
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