+299.0%
USFD vs USHY
+48.0%
+251.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | +1.7% | -0.4% | +2.1% | +2.7% |
| 30D | +10.2% | +0.6% | +9.6% | +8.8% |
| 3M | -1.5% | -2.0% | +0.5% | +3.3% |
| 6M | +27.3% | -0.5% | +27.9% | +28.9% |
| YTD | +44.0% | +0.6% | +43.4% | +41.9% |
| 1Y | +50.4% | +2.1% | +48.2% | +43.1% |
| 3Y | +153.6% | +25.3% | +128.3% | +50.3% |
| 5Y | +219.0% | +19.7% | +199.2% | +118.7% |
| All | +299.0% | +48.0% | +251.0% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling