-3.5%
FSLY vs USHY
+42.1%
-45.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.9% |
| 7D | +12.5% | -0.7% | +13.2% | +14.7% |
| 30D | -18.8% | -0.7% | -18.1% | -17.1% |
| 3M | +22.7% | +0.1% | +22.6% | +22.7% |
| 6M | -3.7% | +1.8% | -5.5% | -7.1% |
| YTD | +127.5% | +1.8% | +125.7% | +119.6% |
| 1Y | +193.5% | +3.3% | +190.2% | +172.9% |
| 3Y | -1.3% | +27.0% | -28.3% | -46.2% |
| 5Y | -47.3% | +21.0% | -68.4% | -66.3% |
| All | -3.5% | +42.1% | -45.5% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling