+1,016.5%
FN vs USHY
+50.7%
+965.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.4% |
| 30D | -22.0% | +0.1% | -22.1% | -22.0% |
| 3M | -43.0% | +0.8% | -43.8% | -43.7% |
| 6M | -27.7% | +1.7% | -29.5% | -29.5% |
| YTD | -10.5% | +2.5% | -13.0% | -13.8% |
| 1Y | +12.5% | +4.4% | +8.1% | +5.0% |
| 3Y | +153.8% | +27.4% | +126.4% | +70.2% |
| 5Y | +288.0% | +21.7% | +266.3% | +185.7% |
| All | +1,016.5% | +50.7% | +965.7% | +510.7% |
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