+1,040.9%
FN vs USHY
+50.7%
+990.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -26.0% | 0.0% | -26.0% | -25.9% |
| 3M | -33.3% | +1.2% | -34.4% | -34.6% |
| 6M | -14.9% | +2.6% | -17.5% | -18.5% |
| YTD | -8.6% | +2.4% | -11.0% | -11.8% |
| 1Y | +12.3% | +4.2% | +8.1% | +5.1% |
| 3Y | +174.4% | +28.0% | +146.4% | +82.4% |
| 5Y | +296.4% | +21.8% | +274.6% | +191.6% |
| All | +1,040.9% | +50.7% | +990.2% | +524.4% |
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