-80.3%
FIG vs USHY
+5.9%
-86.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.6% |
| 7D | -16.4% | 0.0% | -16.4% | -16.4% |
| 30D | -2.3% | 0.0% | -2.3% | -2.3% |
| 3M | +7.8% | +1.2% | +6.7% | +4.6% |
| 6M | -21.8% | +2.6% | -24.5% | -28.2% |
| YTD | -39.1% | +2.4% | -41.6% | -44.3% |
| 1Y | -56.6% | +4.2% | -60.9% | -64.4% |
| All | -80.3% | +5.9% | -86.2% | -84.4% |
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