+258.5%
USFD vs USHY
+50.4%
+208.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.0% |
| 7D | -7.0% | -0.1% | -6.9% | -6.7% |
| 30D | -10.3% | 0.0% | -10.2% | -10.2% |
| 3M | +9.2% | +0.8% | +8.3% | +7.0% |
| 6M | +7.4% | +1.9% | +5.5% | +2.6% |
| YTD | +29.4% | +2.3% | +27.1% | +22.7% |
| 1Y | +24.8% | +4.1% | +20.7% | +13.4% |
| 3Y | +150.0% | +27.8% | +122.2% | +41.4% |
| 5Y | +195.5% | +21.5% | +174.0% | +95.8% |
| All | +258.5% | +50.4% | +208.1% | +67.7% |
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