+270.5%
FTI vs USHY
+27.0%
+243.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.9% |
| 7D | -4.4% | -0.7% | -3.7% | -2.7% |
| 30D | +1.5% | -0.7% | +2.2% | +3.2% |
| 3M | +8.2% | +0.1% | +8.1% | +7.8% |
| 6M | +18.8% | +1.8% | +17.0% | +13.1% |
| YTD | +71.7% | +1.8% | +69.9% | +63.6% |
| 1Y | +90.0% | +3.3% | +86.8% | +73.8% |
| 3Y | +270.5% | +27.0% | +243.5% | +140.1% |
| All | +270.5% | +27.0% | +243.5% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling