-38.6%
FICO vs USHY
+4.6%
-43.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.6% |
| 7D | -19.2% | -0.1% | -19.1% | -18.9% |
| 30D | -14.6% | +0.1% | -14.7% | -14.7% |
| 3M | -20.1% | +0.8% | -20.9% | -21.3% |
| 6M | -36.3% | +1.7% | -38.1% | -37.9% |
| YTD | -44.9% | +2.5% | -47.3% | -47.4% |
| 1Y | -38.6% | +4.4% | -43.0% | -42.4% |
| All | -38.6% | +4.6% | -43.2% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling