+304.2%
USFD vs USHY
+47.7%
+256.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.8% |
| 7D | +8.4% | +0.3% | +8.1% | +7.8% |
| 30D | +12.7% | -0.1% | +12.9% | +13.2% |
| 3M | +1.1% | -1.9% | +3.0% | +5.6% |
| 6M | +30.2% | -1.0% | +31.2% | +33.1% |
| YTD | +45.8% | +0.4% | +45.4% | +44.3% |
| 1Y | +51.9% | +1.4% | +50.5% | +46.9% |
| 3Y | +158.5% | +24.9% | +133.5% | +54.2% |
| 5Y | +208.0% | +19.3% | +188.8% | +113.1% |
| All | +304.2% | +47.7% | +256.5% | +97.2% |
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