+3,005.8%
FIX vs USHY
+47.7%
+2,958.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +0.2% |
| 7D | -13.9% | +0.3% | -14.3% | -14.7% |
| 30D | -35.5% | -0.1% | -35.4% | -35.3% |
| 3M | -33.9% | -1.9% | -32.1% | -31.0% |
| 6M | -43.3% | -1.0% | -42.3% | -41.8% |
| YTD | +18.7% | +0.4% | +18.3% | +19.0% |
| 1Y | +13.8% | +1.4% | +12.3% | +11.7% |
| 3Y | +495.0% | +24.9% | +470.0% | +284.5% |
| 5Y | +1,049.0% | +19.3% | +1,029.8% | +743.0% |
| All | +3,005.8% | +47.7% | +2,958.1% | +1,440.2% |
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