+69.4%
USAR vs FHN
+118.5%
-49.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -4.4% | 0.0% | -4.5% | -4.4% |
| 30D | -10.4% | -2.6% | -7.8% | -9.8% |
| 3M | -18.4% | 0.0% | -18.4% | -18.6% |
| 6M | -8.8% | +9.2% | -18.1% | -10.4% |
| YTD | +43.4% | +4.3% | +39.0% | +42.0% |
| 1Y | +21.0% | +10.8% | +10.2% | +18.7% |
| 3Y | +67.7% | +130.7% | -63.0% | +61.2% |
| All | +69.4% | +118.5% | -49.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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