-25.7%
FN vs USHY
+1.9%
-27.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.6% | -10.5% |
| 7D | -7.0% | -0.2% | -6.8% | -5.6% |
| 30D | -24.7% | +0.7% | -25.4% | -27.8% |
| 3M | -35.7% | -2.2% | -33.5% | -23.5% |
| 6M | -52.4% | -0.9% | -51.6% | -48.8% |
| YTD | -25.0% | +0.2% | -25.1% | -23.2% |
| 1Y | -25.7% | +1.7% | -27.4% | -38.0% |
| All | -25.7% | +1.9% | -27.5% | -38.0% |
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