+533.2%
FICO vs USHY
+50.7%
+482.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.8% |
| 6M | -36.3% | +1.7% | -38.1% | -38.9% |
| YTD | -44.9% | +2.5% | -47.3% | -48.0% |
| 1Y | -38.6% | +4.4% | -43.0% | -44.6% |
| 3Y | +4.0% | +27.4% | -23.4% | -40.8% |
| 5Y | +99.5% | +21.7% | +77.8% | +29.8% |
| All | +533.2% | +50.7% | +482.5% | +168.3% |
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