-28.9%
FICO vs USHY
+25.4%
-54.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.7% |
| 7D | +2.2% | -0.4% | +2.6% | +3.4% |
| 30D | +0.1% | +0.6% | -0.5% | -1.8% |
| 3M | -35.2% | -2.0% | -33.2% | -31.3% |
| 6M | -32.4% | -0.5% | -31.8% | -31.3% |
| YTD | -57.4% | +0.6% | -58.0% | -58.1% |
| 1Y | -58.5% | +2.1% | -60.7% | -61.0% |
| 3Y | -28.9% | +25.3% | -54.2% | -56.2% |
| All | -28.9% | +25.4% | -54.3% | -56.2% |
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