-68.4%
FLNC vs USHY
+1.9%
-70.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.7% | +9.5% | +4.4% |
| 7D | -2.1% | -0.2% | -1.9% | +0.2% |
| 30D | -20.8% | +0.7% | -21.5% | -23.7% |
| 3M | -61.3% | -2.2% | -59.1% | -53.0% |
| 6M | -50.9% | -0.9% | -50.0% | -45.7% |
| YTD | -69.4% | +0.2% | -69.5% | -68.9% |
| 1Y | -68.4% | +1.7% | -70.1% | -76.3% |
| All | -68.4% | +1.9% | -70.3% | -76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling