+8.6%
FOXA vs USHY
+4.6%
+4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.0% | -0.1% | -3.8% | -3.8% |
| 30D | +12.0% | +0.1% | +11.9% | +11.9% |
| 3M | +0.3% | +0.8% | -0.6% | -0.5% |
| 6M | +12.5% | +1.7% | +10.7% | +12.5% |
| YTD | -9.6% | +2.5% | -12.1% | -11.3% |
| 1Y | +8.6% | +4.4% | +4.2% | +0.2% |
| All | +8.6% | +4.6% | +4.0% | +0.2% |
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