-53.0%
FIS vs USHY
+49.7%
-102.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -9.0% | -0.7% | -8.3% | -7.8% |
| 30D | -9.0% | -0.7% | -8.3% | -7.9% |
| 3M | -0.5% | +0.1% | -0.6% | -0.7% |
| 6M | -23.1% | +1.8% | -24.9% | -25.7% |
| YTD | -41.5% | +1.8% | -43.2% | -43.4% |
| 1Y | -42.2% | +3.3% | -45.5% | -45.6% |
| 3Y | -26.3% | +27.0% | -53.3% | -52.4% |
| 5Y | -65.2% | +21.0% | -86.2% | -74.9% |
| All | -53.0% | +49.7% | -102.7% | -75.4% |
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 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