+173.5%
FN vs USHY
+18.6%
+154.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | 0.0% | -0.3% | +0.2% | +0.7% |
| 30D | -34.3% | 0.0% | -34.3% | -34.2% |
| 3M | -39.9% | -1.8% | -38.1% | -36.8% |
| 6M | -51.8% | -1.0% | -50.8% | -50.2% |
| YTD | -28.1% | +0.5% | -28.6% | -27.6% |
| 1Y | -29.1% | +1.9% | -30.9% | -30.5% |
| 3Y | +102.4% | +24.9% | +77.6% | +39.0% |
| All | +173.5% | +18.6% | +154.9% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling