+160.3%
FN vs USHY
+27.4%
+132.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.1% |
| 30D | -22.0% | +0.1% | -22.1% | -22.1% |
| 3M | -43.0% | +0.8% | -43.8% | -44.6% |
| 6M | -27.7% | +1.7% | -29.5% | -31.9% |
| YTD | -10.5% | +2.5% | -13.0% | -17.7% |
| 1Y | +12.5% | +4.4% | +8.1% | -3.1% |
| All | +160.3% | +27.4% | +132.9% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling