+3,026.3%
FIX vs USHY
+48.2%
+2,978.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +8.7% |
| 7D | -7.2% | +0.8% | -8.0% | -9.1% |
| 30D | -35.1% | +0.2% | -35.3% | -35.5% |
| 3M | -34.3% | -1.7% | -32.6% | -31.6% |
| 6M | -42.9% | -0.6% | -42.3% | -41.9% |
| YTD | +19.5% | +0.8% | +18.7% | +18.7% |
| 1Y | +16.8% | +2.1% | +14.7% | +12.9% |
| 3Y | +506.7% | +26.0% | +480.7% | +285.1% |
| 5Y | +1,046.7% | +19.2% | +1,027.5% | +742.6% |
| All | +3,026.3% | +48.2% | +2,978.1% | +1,437.2% |
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