+764.4%
FIX vs USHY
+28.5%
+735.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +6.0% | -0.1% | +6.2% | +6.6% |
| 30D | -7.2% | +0.1% | -7.3% | -7.6% |
| 3M | -15.9% | +0.8% | -16.7% | -18.5% |
| 6M | +12.7% | +1.7% | +11.0% | +6.1% |
| YTD | +72.8% | +2.5% | +70.3% | +58.4% |
| 1Y | +122.9% | +4.4% | +118.5% | +91.5% |
| All | +764.4% | +28.5% | +735.9% | +341.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling