-26.5%
FIS vs USHY
+27.6%
-54.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.1% |
| 7D | -9.1% | -0.1% | -8.9% | -8.8% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -3.7% | +0.8% | -4.5% | -5.2% |
| 6M | -24.8% | +1.9% | -26.7% | -27.5% |
| YTD | -41.6% | +2.3% | -43.8% | -44.0% |
| 1Y | -42.7% | +4.1% | -46.9% | -47.2% |
| All | -26.5% | +27.6% | -54.1% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling