+24.2%
FIX vs USHY
+1.9%
+22.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -0.7% |
| 7D | +9.4% | -0.4% | +9.9% | +12.4% |
| 30D | -27.8% | +0.6% | -28.4% | -30.4% |
| 3M | -35.6% | -2.0% | -33.5% | -26.4% |
| 6M | -45.2% | -0.5% | -44.7% | -43.4% |
| YTD | +19.5% | +0.6% | +18.9% | +14.9% |
| 1Y | +24.2% | +2.1% | +22.1% | +3.2% |
| All | +24.2% | +1.9% | +22.4% | +3.2% |
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 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