+8.1%
FPS vs USHY
+2.0%
+6.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.7% |
| 7D | +3.1% | -0.1% | +3.3% | +4.5% |
| 30D | -18.6% | +0.1% | -18.6% | -19.1% |
| 3M | -51.5% | +0.8% | -52.3% | -54.5% |
| 6M | -8.5% | +1.7% | -10.3% | -12.5% |
| All | +8.1% | +2.0% | +6.1% | +0.3% |
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 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