+12.5%
FN vs USHY
+4.6%
+7.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.3% |
| 7D | -1.7% | -0.1% | -1.6% | -0.7% |
| 30D | -22.0% | +0.1% | -22.1% | -22.3% |
| 3M | -43.0% | +0.8% | -43.8% | -45.8% |
| 6M | -27.7% | +1.7% | -29.5% | -34.1% |
| YTD | -10.5% | +2.5% | -13.0% | -22.2% |
| 1Y | +12.5% | +4.4% | +8.1% | -14.5% |
| All | +12.5% | +4.6% | +7.9% | -14.5% |
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