-24.1%
FICO vs USHY
+24.4%
-48.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -0.3% | -0.7% | -0.4% |
| 30D | +3.3% | 0.0% | +3.3% | +3.0% |
| 3M | -31.7% | -1.8% | -29.9% | -28.1% |
| 6M | -34.0% | -1.0% | -32.9% | -32.1% |
| YTD | -58.3% | +0.5% | -58.8% | -58.8% |
| 1Y | -57.9% | +1.9% | -59.8% | -60.1% |
| 3Y | -24.1% | +24.9% | -48.9% | -51.2% |
| All | -24.1% | +24.4% | -48.5% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling