-34.9%
FPS vs USHY
-1.8%
-33.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.1% | +14.2% | +13.5% |
| 7D | +9.5% | -0.2% | +9.7% | +11.3% |
| 30D | -33.8% | -0.1% | -33.7% | -31.4% |
| 3M | -34.9% | -1.7% | -33.1% | -27.4% |
| All | -34.9% | -1.8% | -33.1% | -27.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling