+12.3%
FN vs USHY
+4.0%
+8.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.4% |
| 7D | +3.5% | 0.0% | +3.5% | +3.3% |
| 30D | -26.0% | 0.0% | -26.0% | -25.7% |
| 3M | -33.3% | +1.2% | -34.4% | -38.3% |
| 6M | -14.9% | +2.6% | -17.5% | -28.7% |
| YTD | -8.6% | +2.4% | -11.0% | -20.3% |
| 1Y | +12.3% | +4.2% | +8.1% | -13.9% |
| All | +12.3% | +4.0% | +8.3% | -13.9% |
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