+161.5%
FITB vs USHY
+49.7%
+111.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | -0.7% | +0.4% | +1.5% |
| 30D | -5.7% | -0.7% | -5.0% | -4.1% |
| 3M | +3.2% | +0.1% | +3.1% | +3.0% |
| 6M | +23.4% | +1.8% | +21.6% | +18.2% |
| YTD | +18.8% | +1.8% | +17.0% | +14.0% |
| 1Y | +25.0% | +3.3% | +21.7% | +15.6% |
| 3Y | +131.2% | +27.0% | +104.2% | +30.0% |
| 5Y | +70.7% | +21.0% | +49.7% | +12.5% |
| All | +161.5% | +49.7% | +111.8% | +15.5% |
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