+798.8%
FN vs USHY
+48.0%
+750.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.1% |
| 7D | +0.3% | -0.4% | +0.7% | +1.3% |
| 30D | -16.5% | +0.6% | -17.1% | -17.3% |
| 3M | -42.1% | -2.0% | -40.1% | -39.4% |
| 6M | -52.9% | -0.5% | -52.3% | -52.0% |
| YTD | -28.0% | +0.6% | -28.6% | -27.6% |
| 1Y | -18.5% | +2.1% | -20.6% | -20.3% |
| 3Y | +93.9% | +25.3% | +68.6% | +35.0% |
| 5Y | +170.5% | +19.7% | +150.8% | +106.8% |
| All | +798.8% | +48.0% | +750.8% | +412.8% |
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