+13.8%
FIX vs USHY
+1.6%
+12.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +1.4% |
| 7D | -13.9% | +0.3% | -14.3% | -15.7% |
| 30D | -35.5% | -0.1% | -35.4% | -34.9% |
| 3M | -33.9% | -1.9% | -32.1% | -25.4% |
| 6M | -43.3% | -1.0% | -42.3% | -39.5% |
| YTD | +18.7% | +0.4% | +18.3% | +15.5% |
| 1Y | +13.8% | +1.4% | +12.3% | +0.8% |
| All | +13.8% | +1.6% | +12.1% | +0.8% |
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