+193.5%
FSLY vs USHY
+3.5%
+190.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.8% |
| 7D | +12.5% | -0.7% | +13.2% | +17.8% |
| 30D | -18.8% | -0.7% | -18.1% | -14.7% |
| 3M | +22.7% | +0.1% | +22.6% | +22.3% |
| 6M | -3.7% | +1.8% | -5.5% | -13.3% |
| YTD | +127.5% | +1.8% | +125.7% | +100.9% |
| 1Y | +193.5% | +3.3% | +190.2% | +135.3% |
| All | +193.5% | +3.5% | +190.0% | +135.3% |
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