+329.7%
FTI vs USHY
+50.4%
+279.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | 0.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.0% |
| 30D | +5.0% | 0.0% | +5.1% | +5.1% |
| 3M | +13.8% | +0.8% | +13.0% | +11.3% |
| 6M | +22.9% | +1.9% | +21.0% | +17.0% |
| YTD | +75.0% | +2.3% | +72.7% | +65.5% |
| 1Y | +96.9% | +4.1% | +92.7% | +78.1% |
| 3Y | +276.7% | +27.8% | +248.9% | +113.7% |
| 5Y | +1,157.0% | +21.5% | +1,135.5% | +738.0% |
| All | +329.7% | +50.4% | +279.3% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling