+796.5%
FN vs USHY
+47.8%
+748.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | 0.0% | -0.3% | +0.2% | +0.5% |
| 30D | -34.3% | 0.0% | -34.3% | -34.2% |
| 3M | -39.9% | -1.8% | -38.1% | -37.3% |
| 6M | -51.8% | -1.0% | -50.8% | -50.5% |
| YTD | -28.1% | +0.5% | -28.6% | -27.7% |
| 1Y | -29.1% | +1.9% | -30.9% | -30.3% |
| 3Y | +102.4% | +24.9% | +77.6% | +41.7% |
| 5Y | +171.7% | +18.8% | +152.8% | +110.3% |
| All | +796.5% | +47.8% | +748.7% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling