+4,422.4%
FIX vs USHY
+50.7%
+4,371.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +6.0% | -0.1% | +6.2% | +6.4% |
| 30D | -7.2% | +0.1% | -7.3% | -7.4% |
| 3M | -15.9% | +0.8% | -16.7% | -17.2% |
| 6M | +12.7% | +1.7% | +11.0% | +9.4% |
| YTD | +72.8% | +2.5% | +70.3% | +65.1% |
| 1Y | +122.9% | +4.4% | +118.5% | +105.1% |
| 3Y | +774.3% | +27.4% | +746.9% | +440.0% |
| 5Y | +2,049.5% | +21.7% | +2,027.7% | +1,405.4% |
| All | +4,422.4% | +50.7% | +4,371.7% | +2,037.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling