+902.9%
FN vs USHY
+48.2%
+854.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.2% |
| 7D | +16.3% | +0.8% | +15.5% | +14.5% |
| 30D | -24.7% | +0.2% | -25.0% | -24.9% |
| 3M | -34.9% | -1.7% | -33.3% | -32.4% |
| 6M | -41.1% | -0.6% | -40.5% | -39.9% |
| YTD | -19.6% | +0.8% | -20.4% | -19.6% |
| 1Y | -18.5% | +2.1% | -20.6% | -20.3% |
| 3Y | +119.1% | +26.0% | +93.2% | +51.1% |
| 5Y | +206.9% | +19.2% | +187.7% | +136.1% |
| All | +902.9% | +48.2% | +854.6% | +469.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling