+69.8%
FITB vs USHY
+20.9%
+48.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.5% |
| 7D | -1.0% | -0.7% | -0.2% | +0.5% |
| 30D | -5.5% | -0.5% | -5.0% | -4.5% |
| 3M | +4.1% | +0.5% | +3.6% | +3.0% |
| 6M | +18.7% | +1.5% | +17.2% | +15.3% |
| YTD | +18.2% | +1.7% | +16.4% | +14.4% |
| 1Y | +23.7% | +3.5% | +20.1% | +15.6% |
| 3Y | +130.8% | +27.2% | +103.6% | +50.0% |
| 5Y | +69.8% | +21.0% | +48.8% | +28.1% |
| All | +69.8% | +20.9% | +48.9% | +28.1% |
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 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