-79.9%
FIG vs USHY
+5.2%
-85.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.7% |
| 7D | -3.8% | -0.7% | -3.1% | -2.1% |
| 30D | -2.3% | -0.7% | -1.6% | -0.5% |
| 3M | +20.0% | +0.1% | +19.9% | +19.9% |
| 6M | -16.7% | +1.8% | -18.4% | -21.6% |
| YTD | -37.9% | +1.8% | -39.7% | -42.2% |
| 1Y | -58.5% | +3.3% | -61.8% | -65.2% |
| All | -79.9% | +5.2% | -85.2% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling