+391.6%
FICO vs USHY
+48.2%
+343.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.0% |
| 7D | -0.1% | +0.8% | -0.8% | -2.0% |
| 30D | +8.4% | +0.2% | +8.2% | +7.7% |
| 3M | -30.5% | -1.7% | -28.8% | -27.5% |
| 6M | -35.7% | -0.6% | -35.1% | -34.7% |
| YTD | -57.2% | +0.8% | -58.0% | -57.9% |
| 1Y | -58.4% | +2.1% | -60.5% | -60.4% |
| 3Y | -24.8% | +26.0% | -50.8% | -56.0% |
| 5Y | +79.3% | +19.2% | +60.1% | +22.9% |
| All | +391.6% | +48.2% | +343.3% | +117.2% |
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 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