+855.1%
FN vs USHY
+47.7%
+807.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.0% |
| 7D | -4.1% | +0.3% | -4.4% | -4.6% |
| 30D | -28.3% | -0.1% | -28.2% | -27.9% |
| 3M | -33.9% | -1.9% | -32.0% | -31.0% |
| 6M | -43.9% | -1.0% | -42.9% | -42.3% |
| YTD | -23.4% | +0.4% | -23.9% | -22.8% |
| 1Y | -25.4% | +1.4% | -26.8% | -26.1% |
| 3Y | +107.9% | +24.9% | +83.0% | +45.6% |
| 5Y | +195.1% | +19.3% | +175.8% | +127.1% |
| All | +855.1% | +47.7% | +807.4% | +447.0% |
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 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