-39.3%
FICO vs USHY
+4.0%
-43.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -15.4% | 0.0% | -15.5% | -15.5% |
| 30D | -10.4% | 0.0% | -10.4% | -10.3% |
| 3M | -22.7% | +1.2% | -23.8% | -24.6% |
| 6M | -36.8% | +2.6% | -39.4% | -40.1% |
| YTD | -44.8% | +2.4% | -47.2% | -47.3% |
| 1Y | -39.3% | +4.2% | -43.6% | -43.0% |
| All | -39.3% | +4.0% | -43.4% | -43.0% |
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 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