-51.4%
FIS vs USHY
+50.7%
-102.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.8% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -7.8% | 0.0% | -7.8% | -7.8% |
| 3M | +0.8% | +1.2% | -0.3% | -1.3% |
| 6M | -21.9% | +2.6% | -24.5% | -25.7% |
| YTD | -39.5% | +2.4% | -41.9% | -42.2% |
| 1Y | -41.0% | +4.2% | -45.2% | -45.4% |
| 3Y | -23.6% | +28.0% | -51.6% | -51.3% |
| 5Y | -65.6% | +21.8% | -87.4% | -75.5% |
| All | -51.4% | +50.7% | -102.1% | -74.8% |
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 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