+1,036.2%
FTI vs USHY
+20.9%
+1,015.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.4% | -0.7% | -3.7% | -3.3% |
| 30D | +1.5% | -0.7% | +2.2% | +2.7% |
| 3M | +8.2% | +0.1% | +8.1% | +8.0% |
| 6M | +18.8% | +1.8% | +17.0% | +15.1% |
| YTD | +71.7% | +1.8% | +69.9% | +66.5% |
| 1Y | +90.0% | +3.3% | +86.8% | +79.7% |
| 3Y | +270.5% | +27.0% | +243.5% | +161.4% |
| All | +1,036.2% | +20.9% | +1,015.3% | +925.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling