+2,757.5%
FIX vs USHY
+47.8%
+2,709.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | -0.3% | -17.2% | -17.1% |
| 30D | -41.6% | 0.0% | -41.6% | -41.7% |
| 3M | -40.6% | -1.8% | -38.8% | -38.0% |
| 6M | -49.4% | -1.0% | -48.3% | -48.0% |
| YTD | +9.2% | +0.5% | +8.7% | +9.2% |
| 1Y | +6.5% | +1.9% | +4.6% | +3.4% |
| 3Y | +448.7% | +24.9% | +423.8% | +254.5% |
| 5Y | +948.7% | +18.8% | +929.9% | +676.2% |
| All | +2,757.5% | +47.8% | +2,709.7% | +1,314.4% |
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 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