+14.4%
FIX vs USHY
+1.9%
+12.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.7% | -15.8% | -18.6% |
| 7D | -18.9% | -0.2% | -18.7% | -18.0% |
| 30D | -36.3% | +0.7% | -37.0% | -38.7% |
| 3M | -38.5% | -2.2% | -36.3% | -29.0% |
| 6M | -42.3% | -0.9% | -41.4% | -39.3% |
| YTD | +17.1% | +0.2% | +16.9% | +15.6% |
| 1Y | +14.4% | +1.7% | +12.7% | -2.7% |
| All | +14.4% | +1.9% | +12.5% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling