-65.2%
FIS vs USHY
+21.5%
-86.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 6M | -24.8% | +1.9% | -26.7% | -27.3% |
| YTD | -41.6% | +2.3% | -43.8% | -43.9% |
| 1Y | -42.7% | +4.1% | -46.9% | -46.7% |
| 3Y | -26.2% | +27.8% | -54.0% | -51.6% |
| All | -65.2% | +21.5% | -86.7% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling