+2,185.6%
FIX vs USHY
+21.9%
+2,163.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.1% | 0.0% | +6.0% | +6.0% |
| 30D | -2.7% | 0.0% | -2.6% | -2.6% |
| 3M | -10.9% | +1.2% | -12.1% | -13.2% |
| 6M | +29.0% | +2.6% | +26.4% | +22.4% |
| YTD | +76.9% | +2.4% | +74.4% | +68.9% |
| 1Y | +130.7% | +4.2% | +126.5% | +113.0% |
| 3Y | +790.7% | +28.0% | +762.6% | +469.0% |
| 5Y | +2,185.6% | +21.8% | +2,163.8% | +1,756.3% |
| All | +2,185.6% | +21.9% | +2,163.7% | +1,756.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling